+308.9%
MSTR vs GDX
+256.8%
+52.1%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.2% | +0.8% | -0.3% |
| 7D | +12.2% | -0.4% | +12.6% | +12.6% |
| 30D | +45.2% | +18.6% | +26.5% | +35.4% |
| 3M | +10.4% | +14.9% | -4.5% | +4.2% |
| 6M | -2.5% | -6.3% | +3.8% | -0.9% |
| YTD | -6.0% | +15.7% | -21.7% | -12.6% |
| 1Y | -56.4% | +54.8% | -111.3% | -64.3% |
| All | +308.9% | +256.8% | +52.1% | +139.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling