+259.7%
GDX vs QID
-74.5%
+334.2%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.3% | -1.1% | -0.8% |
| 7D | +4.0% | -2.7% | +6.7% | +3.1% |
| 30D | +9.5% | +1.8% | +7.7% | +10.2% |
| 3M | +25.1% | -2.2% | +27.3% | +25.9% |
| 6M | -2.9% | -32.1% | +29.2% | -9.9% |
| YTD | +14.7% | -28.6% | +43.3% | +8.2% |
| 1Y | +47.4% | -36.3% | +83.7% | +36.7% |
| 3Y | +259.7% | -74.4% | +334.1% | +189.8% |
| All | +259.7% | -74.5% | +334.2% | +189.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling