+152.3%
GDX vs QLD
+89.4%
+62.8%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.6% | -3.3% | -3.8% |
| 7D | -4.6% | +12.5% | -17.1% | -7.4% |
| 30D | -6.2% | -15.7% | +9.5% | -2.4% |
| 3M | -10.0% | -11.9% | +1.9% | -7.4% |
| 6M | -15.8% | -10.3% | -5.5% | -13.7% |
| YTD | -4.6% | +15.6% | -20.2% | -7.7% |
| 1Y | +4.0% | +12.1% | -8.1% | +1.2% |
| 3Y | +211.1% | +150.7% | +60.4% | +152.0% |
| 5Y | +152.3% | +86.6% | +65.7% | +87.6% |
| All | +152.3% | +89.4% | +62.8% | +87.6% |
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 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