+152.3%
GDX vs QID
-77.9%
+230.2%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.5% | -4.5% | -3.8% |
| 7D | -4.6% | -11.8% | +7.2% | -7.4% |
| 30D | -6.2% | +14.2% | -20.4% | -2.3% |
| 3M | -10.0% | +8.8% | -18.8% | -7.1% |
| 6M | -15.8% | +1.5% | -17.2% | -13.2% |
| YTD | -4.6% | -23.8% | +19.2% | -6.8% |
| 1Y | +4.0% | -22.0% | +26.0% | +2.4% |
| 3Y | +211.1% | -71.9% | +283.0% | +161.4% |
| 5Y | +152.3% | -77.6% | +229.8% | +96.7% |
| All | +152.3% | -77.9% | +230.2% | +96.7% |
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