+43.3%
GDX vs Q
+78.4%
-35.1%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.8% | -0.7% | +0.5% |
| 7D | +1.9% | +6.6% | -4.7% | -0.3% |
| 30D | +9.9% | -6.6% | +16.5% | +12.0% |
| 3M | +28.2% | -13.2% | +41.4% | +31.6% |
| 6M | -2.9% | +9.9% | -12.8% | -8.8% |
| YTD | +16.0% | +53.9% | -38.0% | +3.5% |
| All | +43.3% | +78.4% | -35.1% | +30.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling