+1,422.9%
MSTR vs GDX
+220.3%
+1,202.6%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.2% | +0.8% | -0.9% |
| 7D | +12.2% | -0.4% | +12.6% | +12.4% |
| 30D | +45.2% | +18.6% | +26.5% | +40.2% |
| 3M | +10.4% | +14.9% | -4.5% | +7.5% |
| 6M | -2.5% | -6.3% | +3.8% | -1.0% |
| YTD | -6.0% | +15.7% | -21.7% | -9.0% |
| 1Y | -56.4% | +54.8% | -111.3% | -60.5% |
| 3Y | +306.3% | +253.4% | +52.8% | +210.0% |
| 5Y | +100.5% | +219.7% | -119.2% | +56.2% |
| 10Y | +741.1% | +300.2% | +440.9% | +515.7% |
| All | +1,422.9% | +220.3% | +1,202.6% | +839.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling