+224.1%
GDX vs QQQM
+95.1%
+129.0%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QQQM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.9% | +0.2% | +0.7% |
| 7D | -2.2% | -0.6% | -1.6% | -1.9% |
| 30D | +6.8% | -1.2% | +8.0% | +7.4% |
| 3M | +24.9% | -0.1% | +25.0% | +25.0% |
| 6M | -4.2% | +18.0% | -22.2% | -10.4% |
| YTD | +13.2% | +16.7% | -3.5% | +6.4% |
| 1Y | +40.2% | +23.0% | +17.2% | +29.3% |
| 3Y | +249.6% | +93.3% | +156.3% | +167.9% |
| All | +224.1% | +95.1% | +129.0% | +122.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling