+570.4%
MSTR vs GDX
+298.8%
+271.6%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.2% | -2.4% | -1.1% |
| 7D | -1.2% | +13.6% | -14.8% | -6.1% |
| 30D | -15.9% | +2.5% | -18.4% | -16.8% |
| 3M | +33.1% | +4.4% | +28.7% | +31.7% |
| 6M | -31.0% | -5.2% | -25.8% | -29.4% |
| YTD | -15.1% | +2.1% | -17.3% | -16.2% |
| 1Y | -45.6% | +24.7% | -70.3% | -49.9% |
| 3Y | +180.5% | +211.3% | -30.8% | +85.8% |
| 5Y | +61.7% | +186.7% | -125.0% | +8.9% |
| All | +570.4% | +298.8% | +271.6% | +331.4% |
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