+163.2%
GDX vs QS
-88.0%
+251.2%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -5.4% | +3.9% | -0.9% |
| 7D | +0.7% | -5.0% | +5.7% | +1.2% |
| 30D | -3.8% | -1.4% | -2.3% | -3.7% |
| 3M | -5.4% | -33.6% | +28.1% | -1.7% |
| 6M | -12.7% | -47.6% | +34.9% | -7.7% |
| YTD | -0.7% | -59.6% | +58.9% | +6.8% |
| 1Y | +11.9% | -73.5% | +85.4% | +23.5% |
| 3Y | +223.9% | -23.0% | +246.9% | +215.1% |
| 5Y | +163.2% | -89.4% | +252.6% | +188.5% |
| All | +163.2% | -88.0% | +251.2% | +188.5% |
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