+233.6%
GDX vs QS
-74.8%
+308.4%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -6.6% | +7.7% | +1.7% |
| 7D | +1.9% | -4.2% | +6.1% | +2.2% |
| 30D | +9.9% | -15.7% | +25.6% | +11.6% |
| 3M | +28.2% | -28.7% | +56.9% | +31.5% |
| 6M | -2.9% | -23.2% | +20.3% | -1.0% |
| YTD | +16.0% | -49.9% | +65.9% | +21.7% |
| 1Y | +49.9% | -38.8% | +88.7% | +54.4% |
| 3Y | +263.6% | -24.0% | +287.6% | +253.7% |
| 5Y | +233.6% | -75.6% | +309.2% | +241.1% |
| All | +233.6% | -74.8% | +308.4% | +241.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling