+495.5%
MSTR vs GDXJ
+248.0%
+247.5%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GDXJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -4.7% | -1.8% | -4.7% |
| 7D | -11.5% | -4.9% | -6.6% | -9.9% |
| 30D | -24.8% | -10.0% | -14.9% | -21.9% |
| 3M | +20.6% | -16.6% | +37.3% | +29.5% |
| 6M | -38.0% | -23.3% | -14.7% | -31.6% |
| YTD | -24.7% | -12.4% | -12.3% | -21.7% |
| 1Y | -49.1% | +0.5% | -49.5% | -49.5% |
| 3Y | +124.7% | +220.5% | -95.8% | +47.4% |
| 5Y | +40.9% | +124.7% | -83.8% | +0.4% |
| All | +495.5% | +248.0% | +247.5% | +301.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling