+913.4%
MSFT vs GDX
+340.0%
+573.4%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -4.0% | +4.3% | +0.8% |
| 7D | -2.4% | -4.6% | +2.1% | -1.9% |
| 30D | -3.8% | -6.2% | +2.4% | -3.2% |
| 3M | +6.4% | -10.0% | +16.4% | +7.3% |
| 6M | +28.8% | -15.8% | +44.5% | +30.3% |
| YTD | +8.8% | -4.6% | +13.4% | +8.2% |
| 1Y | +3.2% | +4.0% | -0.9% | +1.5% |
| 3Y | +44.8% | +211.1% | -166.3% | +25.4% |
| 5Y | +61.8% | +152.3% | -90.4% | +40.8% |
| All | +913.4% | +340.0% | +573.4% | +809.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GDX.
Daily Out/Under-Performance
Portfolio return minus GDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GDX 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 GDX 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