+137.8%
MSTR vs GDXJ
+238.7%
-100.9%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GDXJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -6.0% | +2.4% | -0.6% |
| 7D | -10.7% | +11.8% | -22.5% | -16.0% |
| 30D | -21.6% | -7.1% | -14.5% | -18.8% |
| 3M | +24.4% | -10.5% | +34.9% | +31.8% |
| 6M | -35.5% | -15.5% | -19.9% | -30.3% |
| YTD | -20.3% | -6.6% | -13.7% | -19.5% |
| 1Y | -49.3% | +11.3% | -60.7% | -52.7% |
| 3Y | +137.8% | +242.0% | -104.2% | +33.0% |
| All | +137.8% | +238.7% | -100.9% | +33.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling