+229.8%
GDXJ vs MAS
+32.0%
+197.8%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.8% | -4.3% | -3.0% |
| 7D | +0.2% | -0.8% | +0.9% | +0.4% |
| 30D | +17.9% | -5.6% | +23.4% | +19.6% |
| 3M | +15.3% | +4.4% | +10.9% | +13.8% |
| 6M | -9.4% | +7.2% | -16.6% | -11.4% |
| YTD | +13.4% | +16.1% | -2.7% | +8.5% |
| 1Y | +59.7% | +0.1% | +59.6% | +57.5% |
| 3Y | +283.6% | +28.3% | +255.3% | +246.6% |
| All | +229.8% | +32.0% | +197.8% | +178.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MAS.
Daily Out/Under-Performance
Portfolio return minus MAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded MAS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling