+301.2%
GDX vs QLD
+1,375.1%
-1,074.0%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +2.5% | -0.4% | +1.7% |
| 7D | +13.6% | -10.3% | +23.9% | +15.7% |
| 30D | +2.5% | -26.1% | +28.6% | +8.2% |
| 3M | +4.4% | -17.8% | +22.1% | +8.1% |
| 6M | -5.2% | -15.6% | +10.3% | -2.4% |
| YTD | +2.1% | +5.4% | -3.2% | +1.5% |
| 1Y | +24.7% | +5.2% | +19.5% | +23.9% |
| 3Y | +211.3% | +139.4% | +71.8% | +168.6% |
| 5Y | +186.7% | +66.7% | +120.0% | +147.2% |
| All | +301.2% | +1,375.1% | -1,074.0% | +135.3% |
Cumulative growth
Daily Returns
Daily percentage return beside QLD.
Daily Out/Under-Performance
Portfolio return minus QLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QLD 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 10y: compounded portfolio wealth divided by compounded QLD 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…
10y analysis · Full analysis span regression · 6 months rolling