+236.3%
GDXJ vs MSI
+97.7%
+138.6%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.7% | +2.0% | +1.5% |
| 7D | +0.9% | -4.0% | +4.9% | +2.2% |
| 30D | +8.8% | -0.5% | +9.3% | +8.8% |
| 3M | +29.8% | +11.4% | +18.4% | +24.6% |
| 6M | -5.8% | +1.0% | -6.8% | -6.8% |
| YTD | +13.6% | +20.7% | -7.1% | +4.5% |
| 1Y | +54.5% | -2.7% | +57.2% | +54.8% |
| 3Y | +301.4% | +68.2% | +233.2% | +211.6% |
| 5Y | +236.3% | +100.0% | +136.4% | +136.2% |
| All | +236.3% | +97.7% | +138.6% | +136.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling