+107.1%
MSTR vs GDXJ
+229.7%
-122.5%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GDXJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +1.3% | -4.1% | -3.6% |
| 7D | +7.7% | +0.9% | +6.8% | +7.4% |
| 30D | +36.3% | +8.8% | +27.5% | +30.7% |
| 3M | +13.4% | +29.8% | -16.4% | -2.2% |
| 6M | -4.5% | -5.8% | +1.3% | -2.3% |
| YTD | -12.7% | +13.6% | -26.3% | -21.7% |
| 1Y | -59.6% | +54.5% | -114.1% | -70.9% |
| 3Y | +272.5% | +301.4% | -28.9% | +30.9% |
| 5Y | +107.1% | +236.3% | -129.2% | -17.3% |
| All | +107.1% | +229.7% | -122.5% | -17.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling