+326.3%
GDX vs QLD
+1,468.8%
-1,142.5%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.5% | +2.2% | +0.2% |
| 7D | -6.8% | +7.0% | -13.8% | -8.0% |
| 30D | -2.1% | -14.3% | +12.2% | +0.5% |
| 3M | -7.5% | -16.0% | +8.5% | -4.7% |
| 6M | -15.2% | -14.2% | -0.9% | -12.9% |
| YTD | -4.8% | +12.8% | -17.6% | -6.6% |
| 1Y | +6.7% | +14.1% | -7.3% | +4.5% |
| 3Y | +212.7% | +146.0% | +66.8% | +168.4% |
| 5Y | +151.7% | +82.0% | +69.6% | +114.0% |
| All | +326.3% | +1,468.8% | -1,142.5% | +171.6% |
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