+79.5%
GDXJ vs MAS
+719.7%
-640.1%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.8% | -4.3% | -2.9% |
| 7D | +0.2% | -0.8% | +0.9% | +0.4% |
| 30D | +17.9% | -5.6% | +23.4% | +19.5% |
| 3M | +15.3% | +4.4% | +10.9% | +13.8% |
| 6M | -9.4% | +7.2% | -16.6% | -11.2% |
| YTD | +13.4% | +16.1% | -2.7% | +8.7% |
| 1Y | +59.7% | +0.1% | +59.6% | +58.2% |
| 3Y | +283.6% | +28.3% | +255.3% | +250.7% |
| 5Y | +217.6% | +30.5% | +187.1% | +184.0% |
| 10Y | +225.7% | +139.1% | +86.5% | +143.9% |
| All | +79.5% | +719.7% | -640.1% | -20.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling