+52.3%
MSFT vs GDX
+208.9%
-156.6%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.2% | -3.2% | -1.2% |
| 7D | +1.7% | +13.6% | -12.0% | +0.2% |
| 30D | +0.2% | +2.5% | -2.3% | -0.2% |
| 3M | +6.4% | +4.4% | +2.0% | +5.5% |
| 6M | +28.7% | -5.2% | +33.9% | +28.3% |
| YTD | +10.4% | +2.1% | +8.3% | +8.9% |
| 1Y | +7.6% | +24.7% | -17.1% | +4.3% |
| 3Y | +52.3% | +211.3% | -159.0% | +34.7% |
| All | +52.3% | +208.9% | -156.6% | +34.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling