+701.5%
MS vs GDXJ
+53.9%
+647.6%
-63.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GDXJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +4.9% | -1.8% | +2.5% |
| 7D | +0.7% | +16.4% | -15.6% | -1.1% |
| 30D | -0.9% | -1.2% | +0.3% | -0.9% |
| 3M | -13.0% | -3.9% | -9.1% | -12.8% |
| 6M | -2.0% | -10.2% | +8.2% | -1.4% |
| YTD | +7.8% | -0.6% | +8.4% | +6.4% |
| 1Y | +17.9% | +24.3% | -6.5% | +13.4% |
| 3Y | +174.8% | +257.4% | -82.6% | +131.6% |
| 5Y | +119.9% | +166.5% | -46.6% | +88.3% |
| 10Y | +578.8% | +228.5% | +350.3% | +447.7% |
| All | +701.5% | +53.9% | +647.6% | +603.9% |
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