-15.8%
GDX vs QID
+1.8%
-17.5%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.5% | -4.5% | -3.7% |
| 7D | -4.6% | -11.8% | +7.2% | -9.9% |
| 30D | -6.2% | +14.2% | -20.4% | +2.4% |
| 3M | -10.0% | +8.8% | -18.8% | -3.8% |
| 6M | -15.8% | +1.5% | -17.2% | -12.5% |
| All | -15.8% | +1.8% | -17.5% | -12.5% |
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 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