+2,560.6%
MA vs GDXJ
+75.7%
+2,485.0%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GDXJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.5% | +1.4% | -0.9% |
| 7D | -2.7% | +0.2% | -2.9% | -2.7% |
| 30D | +1.5% | +17.9% | -16.3% | 0.0% |
| 3M | +20.4% | +15.3% | +5.1% | +18.5% |
| 6M | +11.1% | -9.4% | +20.6% | +11.3% |
| YTD | +2.0% | +13.4% | -11.4% | -0.4% |
| 1Y | -2.2% | +59.7% | -61.8% | -7.8% |
| 3Y | +41.9% | +283.6% | -241.7% | +21.4% |
| 5Y | +75.4% | +217.6% | -142.2% | +50.8% |
| 10Y | +527.5% | +225.7% | +301.9% | +425.8% |
| All | +2,560.6% | +75.7% | +2,485.0% | +2,266.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GDXJ.
Daily Out/Under-Performance
Portfolio return minus GDXJ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GDXJ 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 GDXJ 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