+296.0%
GDX vs QSR
+135.2%
+160.8%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.6% | +0.5% | +1.0% |
| 7D | -2.2% | -4.0% | +1.8% | -1.4% |
| 30D | +6.8% | +2.8% | +4.0% | +6.2% |
| 3M | +24.9% | +5.1% | +19.8% | +23.6% |
| 6M | -4.2% | +8.8% | -13.0% | -6.2% |
| YTD | +13.2% | +14.8% | -1.6% | +9.6% |
| 1Y | +40.2% | +25.7% | +14.5% | +33.1% |
| 3Y | +249.6% | +27.5% | +222.1% | +229.9% |
| 5Y | +230.4% | +41.3% | +189.1% | +204.7% |
| All | +296.0% | +135.2% | +160.8% | +181.2% |
Cumulative growth
Daily Returns
Daily percentage return beside QSR.
Daily Out/Under-Performance
Portfolio return minus QSR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QSR 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 10y: compounded portfolio wealth divided by compounded QSR 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…
10y analysis · Full analysis span regression · 6 months rolling