+198.5%
GDX vs QID
-100.0%
+298.5%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.8% | +2.9% | +0.7% |
| 7D | -2.2% | +1.3% | -3.4% | -1.9% |
| 30D | +6.8% | +2.9% | +3.8% | +7.6% |
| 3M | +24.9% | -0.7% | +25.7% | +25.9% |
| 6M | -4.2% | -29.7% | +25.5% | -9.4% |
| YTD | +13.2% | -27.9% | +41.1% | +8.1% |
| 1Y | +40.2% | -34.6% | +74.8% | +31.9% |
| 3Y | +249.6% | -73.5% | +323.1% | +182.2% |
| 5Y | +230.4% | -81.0% | +311.4% | +165.4% |
| 10Y | +305.4% | -99.2% | +404.6% | +72.7% |
| All | +198.5% | -100.0% | +298.5% | -49.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling