+46.2%
MSFT vs GDXJ
+219.0%
-172.8%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GDXJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.6% | +0.8% | +0.2% |
| 7D | -1.3% | -8.1% | +6.8% | -0.3% |
| 30D | -1.8% | -5.5% | +3.6% | -1.3% |
| 3M | +5.6% | -14.6% | +20.2% | +7.1% |
| 6M | +29.8% | -23.2% | +53.0% | +32.3% |
| YTD | +9.0% | -13.0% | +22.0% | +9.1% |
| 1Y | +4.9% | +2.8% | +2.2% | +3.2% |
| 3Y | +46.2% | +221.5% | -175.3% | +25.2% |
| All | +46.2% | +219.0% | -172.8% | +25.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GDXJ.
Daily Out/Under-Performance
Portfolio return minus GDXJ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GDXJ 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 GDXJ 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