+41.2%
GDX vs QID
-33.5%
+74.7%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +2.3% | -5.8% | -2.1% |
| 7D | -5.4% | +2.7% | -8.1% | -3.8% |
| 30D | +6.6% | +3.3% | +3.2% | +8.9% |
| 3M | +30.1% | -5.5% | +35.6% | +27.6% |
| 6M | -7.1% | -28.4% | +21.3% | -20.2% |
| YTD | +12.0% | -26.6% | +38.5% | -1.9% |
| 1Y | +41.2% | -34.1% | +75.3% | +10.6% |
| All | +41.2% | -33.5% | +74.7% | +10.6% |
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