+148.9%
GDX vs QS
-44.4%
+193.3%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.6% | -2.7% | -2.2% |
| 7D | -0.4% | -2.3% | +1.9% | -0.3% |
| 30D | +18.6% | -0.7% | +19.3% | +18.7% |
| 3M | +14.9% | -39.6% | +54.5% | +17.3% |
| 6M | -6.3% | -21.7% | +15.5% | -5.3% |
| YTD | +15.7% | -47.4% | +63.1% | +18.4% |
| 1Y | +54.8% | -28.4% | +83.2% | +56.6% |
| 3Y | +253.4% | -22.6% | +276.0% | +250.5% |
| 5Y | +219.7% | -75.6% | +295.3% | +217.2% |
| All | +148.9% | -44.4% | +193.3% | +142.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling