+79.5%
GDXJ vs MSI
+1,571.7%
-1,492.1%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.9% | -1.6% | -2.3% |
| 7D | +0.2% | -3.7% | +3.9% | +1.1% |
| 30D | +17.9% | +6.8% | +11.0% | +15.5% |
| 3M | +15.3% | +14.3% | +1.0% | +10.6% |
| 6M | -9.4% | -1.6% | -7.9% | -9.7% |
| YTD | +13.4% | +22.8% | -9.4% | +5.8% |
| 1Y | +59.7% | -1.1% | +60.8% | +58.3% |
| 3Y | +283.6% | +70.5% | +213.1% | +222.7% |
| 5Y | +217.6% | +102.8% | +114.8% | +152.2% |
| 10Y | +225.7% | +597.4% | -371.8% | +86.0% |
| All | +79.5% | +1,571.7% | -1,492.1% | -31.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling