+3,029.2%
MSFT vs GDX
+220.3%
+2,808.9%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +0.4% |
| 3M | +17.0% | +14.9% | +2.1% | +14.6% |
| 6M | +23.8% | -6.3% | +30.1% | +23.8% |
| YTD | +4.0% | +15.7% | -11.7% | +1.0% |
| 1Y | -0.8% | +54.8% | -55.7% | -7.3% |
| 3Y | +55.6% | +253.4% | -197.8% | +29.6% |
| 5Y | +72.9% | +219.7% | -146.8% | +44.1% |
| 10Y | +875.8% | +300.2% | +575.6% | +668.1% |
| All | +3,029.2% | +220.3% | +2,808.9% | +1,963.3% |
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