+2,220.9%
MSFT vs GDXJ
+75.7%
+2,145.3%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GDXJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.5% | +0.5% | -1.8% |
| 7D | -2.7% | +0.2% | -2.9% | -2.7% |
| 30D | +2.7% | +17.9% | -15.2% | +1.0% |
| 3M | +17.0% | +15.3% | +1.7% | +15.0% |
| 6M | +23.8% | -9.4% | +33.3% | +24.1% |
| YTD | +4.0% | +13.4% | -9.4% | +1.7% |
| 1Y | -0.8% | +59.7% | -60.5% | -6.3% |
| 3Y | +55.6% | +283.6% | -228.0% | +33.9% |
| 5Y | +72.9% | +217.6% | -144.7% | +49.4% |
| 10Y | +875.8% | +225.7% | +650.1% | +724.1% |
| All | +2,220.9% | +75.7% | +2,145.3% | +1,876.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling