-42.3%
MSTR vs GDXJ
+19.5%
-61.8%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GDXJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +9.6% | -4.5% | -0.5% |
| 7D | -1.8% | -0.2% | -1.6% | -1.8% |
| 30D | -13.3% | -7.6% | -5.7% | -9.3% |
| 3M | +46.0% | +2.3% | +43.7% | +45.5% |
| 6M | -22.4% | -7.8% | -14.6% | -18.9% |
| YTD | -6.2% | -8.4% | +2.2% | -7.2% |
| 1Y | -42.3% | +21.8% | -64.1% | -53.9% |
| All | -42.3% | +19.5% | -61.8% | -53.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GDXJ.
Daily Out/Under-Performance
Portfolio return minus GDXJ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GDXJ 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 1y: compounded portfolio wealth divided by compounded GDXJ 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…
1y analysis · Full analysis span regression · 6 months rolling