+17.6%
GDX vs Q
+68.3%
-50.7%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.5% | +3.3% | +1.0% |
| 7D | -6.8% | +1.2% | -8.0% | -7.2% |
| 30D | -2.1% | -2.7% | +0.6% | -1.5% |
| 3M | -7.5% | -16.9% | +9.4% | -2.1% |
| 6M | -15.2% | -26.9% | +11.7% | -7.4% |
| YTD | -4.8% | +45.2% | -50.0% | -13.7% |
| 1Y | +6.7% | +38.1% | -31.4% | -2.1% |
| All | +17.6% | +68.3% | -50.7% | +9.0% |
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