+24.6%
GDX vs Q
+75.8%
-51.2%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.2% | -4.3% | -5.0% |
| 7D | +11.5% | +4.0% | +7.5% | +9.7% |
| 30D | -3.1% | -2.3% | -0.8% | -2.7% |
| 3M | -4.4% | -7.9% | +3.5% | -2.5% |
| 6M | -8.6% | -16.0% | +7.4% | -5.3% |
| YTD | +0.8% | +51.7% | -50.9% | -9.9% |
| 1Y | +14.7% | +28.3% | -13.7% | +4.9% |
| All | +24.6% | +75.8% | -51.2% | +13.8% |
Cumulative growth
Daily Returns
Daily percentage return beside Q.
Daily Out/Under-Performance
Portfolio return minus Q return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Q 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 Q 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