+231.2%
GDXJ vs MSI
+664.3%
-433.1%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.2% | -0.8% | -0.6% |
| 7D | -8.1% | +3.2% | -11.3% | -8.9% |
| 30D | -5.5% | +17.6% | -23.1% | -9.6% |
| 3M | -14.6% | +14.5% | -29.1% | -17.9% |
| 6M | -23.2% | +34.3% | -57.5% | -29.8% |
| YTD | -13.0% | +39.7% | -52.7% | -22.0% |
| 1Y | +2.8% | +40.2% | -37.4% | -8.0% |
| 3Y | +221.5% | +77.1% | +144.3% | +165.4% |
| 5Y | +123.4% | +124.0% | -0.7% | +69.7% |
| All | +231.2% | +664.3% | -433.1% | +101.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MSI.
Daily Out/Under-Performance
Portfolio return minus MSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSI 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 10y: compounded portfolio wealth divided by compounded MSI 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…
10y analysis · Full analysis span regression · 6 months rolling