+3,314.0%
MSFT vs GDX
+195.1%
+3,118.9%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +4.4% | -1.7% | +2.2% |
| 7D | +7.5% | +15.6% | -8.0% | +5.6% |
| 30D | +1.9% | +2.4% | -0.6% | +1.5% |
| 3M | +9.2% | +1.7% | +7.5% | +8.7% |
| 6M | +31.9% | -3.3% | +35.2% | +31.5% |
| YTD | +13.4% | +6.6% | +6.8% | +11.1% |
| 1Y | +10.6% | +27.0% | -16.3% | +6.0% |
| 3Y | +54.7% | +243.4% | -188.7% | +29.2% |
| 5Y | +69.1% | +194.2% | -125.1% | +42.2% |
| 10Y | +920.4% | +310.1% | +610.2% | +700.4% |
| All | +3,314.0% | +195.1% | +3,118.9% | +2,169.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling