+228.9%
GDX vs QLD
+121.5%
+107.3%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.3% | -2.5% | -2.3% |
| 7D | -0.4% | +0.6% | -1.0% | -0.5% |
| 30D | +18.6% | -0.1% | +18.8% | +18.7% |
| 3M | +14.9% | -8.4% | +23.2% | +17.0% |
| 6M | -6.3% | +32.2% | -38.5% | -11.9% |
| YTD | +15.7% | +28.9% | -13.2% | +9.4% |
| 1Y | +54.8% | +43.8% | +11.0% | +43.2% |
| 3Y | +253.4% | +176.6% | +76.8% | +180.7% |
| All | +228.9% | +121.5% | +107.3% | +135.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling