+24.8%
GDX vs QS
-71.4%
+96.2%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +7.5% | +1.5% | +6.4% |
| 7D | +0.8% | +4.5% | -3.7% | -0.7% |
| 30D | -3.2% | -4.1% | +0.9% | -2.1% |
| 3M | +8.6% | -22.1% | +30.7% | +17.6% |
| 6M | -1.2% | -38.4% | +37.1% | +13.3% |
| YTD | -1.4% | -57.5% | +56.1% | +26.1% |
| 1Y | +24.8% | -71.3% | +96.1% | +74.7% |
| All | +24.8% | -71.4% | +96.2% | +74.7% |
Cumulative growth
Daily Returns
Daily percentage return beside QS.
Daily Out/Under-Performance
Portfolio return minus QS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QS 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 1y: compounded portfolio wealth divided by compounded QS 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…
1y analysis · Full analysis span regression · 6 months rolling