+794.2%
MS vs GDXJ
+208.5%
+585.7%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GDXJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.2% | +0.5% | -0.5% |
| 7D | +2.5% | +4.3% | -1.8% | +1.9% |
| 30D | 0.0% | +8.4% | -8.5% | -1.1% |
| 3M | +2.4% | +25.5% | -23.1% | -0.6% |
| 6M | +36.4% | -6.3% | +42.7% | +36.2% |
| YTD | +23.8% | +12.1% | +11.7% | +20.7% |
| 1Y | +48.6% | +51.1% | -2.4% | +40.0% |
| 3Y | +179.1% | +296.1% | -116.9% | +134.6% |
| 5Y | +144.8% | +228.1% | -83.3% | +106.0% |
| 10Y | +794.2% | +211.8% | +582.4% | +681.1% |
| All | +794.2% | +208.5% | +585.7% | +681.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling