+1,472.0%
MSTR vs GDXJ
+75.7%
+1,396.3%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GDXJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.5% | +1.1% | -0.8% |
| 7D | +12.2% | +0.2% | +12.0% | +12.2% |
| 30D | +45.2% | +17.9% | +27.3% | +40.2% |
| 3M | +10.4% | +15.3% | -4.9% | +7.2% |
| 6M | -2.5% | -9.4% | +7.0% | -0.3% |
| YTD | -6.0% | +13.4% | -19.4% | -8.9% |
| 1Y | -56.4% | +59.7% | -116.1% | -61.0% |
| 3Y | +306.3% | +283.6% | +22.7% | +201.4% |
| 5Y | +100.5% | +217.6% | -117.1% | +53.9% |
| 10Y | +741.1% | +225.7% | +515.4% | +522.9% |
| All | +1,472.0% | +75.7% | +1,396.3% | +1,087.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling