+24.8%
GDX vs QID
-21.1%
+45.9%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | -1.8% | +10.8% | +7.9% |
| 7D | +0.8% | +9.8% | -9.0% | +7.2% |
| 30D | -3.2% | +18.9% | -22.1% | +8.7% |
| 3M | +8.6% | +9.6% | -1.0% | +16.7% |
| 6M | -1.2% | -7.8% | +6.6% | -2.0% |
| YTD | -1.4% | -23.3% | +21.9% | -11.5% |
| 1Y | +24.8% | -22.0% | +46.8% | +14.8% |
| All | +24.8% | -21.1% | +45.9% | +14.8% |
Cumulative growth
Daily Returns
Daily percentage return beside QID.
Daily Out/Under-Performance
Portfolio return minus QID return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QID 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 QID 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