-15.2%
GDX vs QID
+4.9%
-20.1%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.6% | -2.9% | +1.0% |
| 7D | -6.8% | -7.1% | +0.3% | -9.8% |
| 30D | -2.1% | +12.6% | -14.7% | +5.7% |
| 3M | -7.5% | +14.2% | -21.8% | +1.5% |
| 6M | -15.2% | +6.2% | -21.3% | -9.1% |
| All | -15.2% | +4.9% | -20.1% | -9.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling