+296.0%
GDX vs QID
-99.2%
+395.1%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.8% | +2.9% | +0.8% |
| 7D | -2.2% | +1.3% | -3.4% | -1.9% |
| 30D | +6.8% | +2.9% | +3.8% | +7.4% |
| 3M | +24.9% | -0.7% | +25.7% | +25.7% |
| 6M | -4.2% | -29.7% | +25.5% | -8.1% |
| YTD | +13.2% | -27.9% | +41.1% | +9.4% |
| 1Y | +40.2% | -34.6% | +74.8% | +34.2% |
| 3Y | +249.6% | -73.5% | +323.1% | +201.8% |
| 5Y | +230.4% | -81.0% | +311.4% | +180.7% |
| All | +296.0% | -99.2% | +395.1% | +153.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling