+215.1%
GDXJ vs MSI
+605.3%
-390.2%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.5% | +0.6% | +0.9% |
| 7D | -2.8% | -0.4% | -2.4% | -2.7% |
| 30D | +5.0% | -0.8% | +5.7% | +5.1% |
| 3M | +24.1% | +13.9% | +10.1% | +19.0% |
| 6M | -7.4% | +1.3% | -8.7% | -8.4% |
| YTD | +10.2% | +22.3% | -12.1% | +2.7% |
| 1Y | +42.5% | -3.9% | +46.4% | +42.8% |
| 3Y | +285.7% | +69.9% | +215.8% | +222.2% |
| 5Y | +231.9% | +103.8% | +128.1% | +160.2% |
| All | +215.1% | +605.3% | -390.2% | +142.6% |
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