+72.3%
MSFT vs GDXJ
+229.7%
-157.3%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GDXJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.3% | -1.8% | -0.6% |
| 7D | -1.0% | +0.9% | -2.0% | -1.2% |
| 30D | -2.7% | +8.8% | -11.5% | -3.9% |
| 3M | +22.1% | +29.8% | -7.7% | +17.3% |
| 6M | +20.6% | -5.8% | +26.4% | +20.3% |
| YTD | +2.3% | +13.6% | -11.3% | -1.1% |
| 1Y | -0.5% | +54.5% | -55.0% | -8.5% |
| 3Y | +50.5% | +301.4% | -250.9% | +15.9% |
| 5Y | +72.3% | +236.3% | -164.0% | +31.0% |
| All | +72.3% | +229.7% | -157.3% | +31.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling