+40.9%
MSTR vs GDX
+154.6%
-113.7%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -4.0% | -2.5% | -4.2% |
| 7D | -11.5% | -4.6% | -7.0% | -9.2% |
| 30D | -24.8% | -6.2% | -18.6% | -22.2% |
| 3M | +20.6% | -10.0% | +30.7% | +28.6% |
| 6M | -38.0% | -15.8% | -22.2% | -31.8% |
| YTD | -24.7% | -4.6% | -20.1% | -24.6% |
| 1Y | -49.1% | +4.0% | -53.1% | -51.6% |
| 3Y | +124.7% | +211.1% | -86.4% | -1.1% |
| 5Y | +40.9% | +152.3% | -111.3% | -27.6% |
| All | +40.9% | +154.6% | -113.7% | -27.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling