+258.1%
GDX vs QS
-25.4%
+283.6%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -6.6% | +7.7% | +1.8% |
| 7D | +1.9% | -4.2% | +6.1% | +2.3% |
| 30D | +9.9% | -15.7% | +25.6% | +11.9% |
| 3M | +28.2% | -28.7% | +56.9% | +32.2% |
| 6M | -2.9% | -23.2% | +20.3% | -0.5% |
| YTD | +16.0% | -49.9% | +65.9% | +22.4% |
| 1Y | +49.9% | -38.8% | +88.7% | +55.7% |
| All | +258.1% | -25.4% | +283.6% | +246.2% |
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