+233.6%
GDX vs QID
-80.7%
+314.2%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.5% | +0.6% | +1.2% |
| 7D | +1.9% | -1.9% | +3.8% | +1.4% |
| 30D | +9.9% | +1.7% | +8.2% | +10.5% |
| 3M | +28.2% | -3.9% | +32.1% | +28.4% |
| 6M | -2.9% | -30.0% | +27.1% | -8.2% |
| YTD | +16.0% | -28.2% | +44.2% | +10.7% |
| 1Y | +49.9% | -35.6% | +85.5% | +40.9% |
| 3Y | +263.6% | -74.3% | +337.8% | +198.4% |
| 5Y | +233.6% | -80.8% | +314.4% | +152.5% |
| All | +233.6% | -80.7% | +314.2% | +152.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling