+55.0%
MSFT vs GDX
+261.9%
-206.9%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.2% | +0.2% | -1.8% |
| 7D | -2.7% | -0.4% | -2.3% | -2.7% |
| 30D | +2.7% | +18.6% | -15.9% | +0.9% |
| 3M | +17.0% | +14.9% | +2.1% | +15.0% |
| 6M | +23.8% | -6.3% | +30.1% | +23.5% |
| YTD | +4.0% | +15.7% | -11.7% | +1.7% |
| 1Y | -0.8% | +54.8% | -55.7% | -5.6% |
| All | +55.0% | +261.9% | -206.9% | +36.0% |
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