+245.7%
GDX vs QQQM
+92.3%
+153.4%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QQQM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.1% | -2.4% | -2.8% |
| 7D | -5.4% | -1.3% | -4.1% | -4.6% |
| 30D | +6.6% | -1.4% | +7.9% | +7.5% |
| 3M | +30.1% | +2.2% | +27.9% | +28.5% |
| 6M | -7.1% | +16.9% | -24.0% | -13.8% |
| YTD | +12.0% | +15.7% | -3.7% | +4.5% |
| 1Y | +41.2% | +22.7% | +18.5% | +28.9% |
| All | +245.7% | +92.3% | +153.4% | +161.0% |
Cumulative growth
Daily Returns
Daily percentage return beside QQQM.
Daily Out/Under-Performance
Portfolio return minus QQQM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QQQM 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 3y: compounded portfolio wealth divided by compounded QQQM 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…
3y analysis · Full analysis span regression · 6 months rolling