+554.5%
MSTR vs GDX
+293.5%
+261.0%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +4.4% | -7.0% | -4.3% |
| 7D | -4.0% | +15.6% | -19.5% | -9.3% |
| 30D | -18.6% | +2.4% | -21.1% | -19.5% |
| 3M | +25.6% | +1.7% | +23.8% | +25.2% |
| 6M | -33.1% | -3.3% | -29.7% | -32.1% |
| YTD | -17.3% | +6.6% | -24.0% | -19.8% |
| 1Y | -48.1% | +27.0% | -75.1% | -52.6% |
| 3Y | +154.2% | +243.4% | -89.2% | +62.7% |
| 5Y | +46.2% | +194.2% | -148.0% | -2.9% |
| 10Y | +554.5% | +310.1% | +244.4% | +312.8% |
| All | +554.5% | +293.5% | +261.0% | +312.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling