+104.7%
GDX vs QS
-62.6%
+167.4%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -5.2% | +4.9% | 0.0% |
| 7D | -6.8% | -14.0% | +7.2% | -6.1% |
| 30D | -2.1% | -6.4% | +4.3% | -1.8% |
| 3M | -7.5% | -40.3% | +32.7% | -5.2% |
| 6M | -15.2% | -57.5% | +42.3% | -11.9% |
| YTD | -4.8% | -64.7% | +59.9% | -0.8% |
| 1Y | +6.7% | -72.9% | +79.6% | +12.1% |
| 3Y | +212.7% | -33.5% | +246.2% | +214.9% |
| 5Y | +151.7% | -90.5% | +242.2% | +153.3% |
| All | +104.7% | -62.6% | +167.4% | +103.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling