+677.4%
MSTR vs GDXJ
+222.0%
+455.4%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GDXJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +1.3% | -4.1% | -3.3% |
| 7D | +7.7% | +0.9% | +6.8% | +7.5% |
| 30D | +36.3% | +8.8% | +27.5% | +33.0% |
| 3M | +13.4% | +29.8% | -16.4% | +4.1% |
| 6M | -4.5% | -5.8% | +1.3% | -2.9% |
| YTD | -12.7% | +13.6% | -26.3% | -17.0% |
| 1Y | -59.6% | +54.5% | -114.1% | -65.7% |
| 3Y | +272.5% | +301.4% | -28.9% | +130.0% |
| 5Y | +107.1% | +236.3% | -129.2% | +34.0% |
| 10Y | +677.4% | +240.1% | +437.3% | +386.3% |
| All | +677.4% | +222.0% | +455.4% | +386.3% |
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