+827.1%
MS vs GDXJ
+75.7%
+751.4%
-63.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GDXJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.5% | +2.8% | +0.6% |
| 7D | +1.4% | +0.2% | +1.2% | +1.3% |
| 30D | -0.3% | +17.9% | -18.1% | -2.3% |
| 3M | +0.3% | +15.3% | -15.0% | -1.8% |
| 6M | +31.3% | -9.4% | +40.8% | +31.8% |
| YTD | +24.7% | +13.4% | +11.3% | +21.4% |
| 1Y | +47.9% | +59.7% | -11.7% | +38.2% |
| 3Y | +178.3% | +283.6% | -105.2% | +132.8% |
| 5Y | +144.9% | +217.6% | -72.7% | +105.8% |
| 10Y | +804.5% | +225.7% | +578.9% | +629.5% |
| All | +827.1% | +75.7% | +751.4% | +702.9% |
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