+226.4%
GDX vs QS
-22.5%
+248.9%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -5.4% | +3.9% | -0.9% |
| 7D | +0.7% | -5.0% | +5.7% | +1.3% |
| 30D | -3.8% | -1.4% | -2.3% | -3.7% |
| 3M | -5.4% | -33.6% | +28.1% | -1.3% |
| 6M | -12.7% | -47.6% | +34.9% | -7.1% |
| YTD | -0.7% | -59.6% | +58.9% | +7.1% |
| 1Y | +11.9% | -73.5% | +85.4% | +23.4% |
| All | +226.4% | -22.5% | +248.9% | +224.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling