+64.1%
MSFT vs GDX
+183.7%
-119.7%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.2% | -3.2% | -1.3% |
| 7D | +1.7% | +13.6% | -12.0% | -0.2% |
| 30D | +0.2% | +2.5% | -2.3% | -0.3% |
| 3M | +6.4% | +4.4% | +2.0% | +5.3% |
| 6M | +28.7% | -5.2% | +33.9% | +28.5% |
| YTD | +10.4% | +2.1% | +8.3% | +8.2% |
| 1Y | +7.6% | +24.7% | -17.1% | +2.4% |
| 3Y | +52.3% | +211.3% | -159.0% | +21.8% |
| All | +64.1% | +183.7% | -119.7% | +30.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling