+245.7%
GDX vs QSR
+25.0%
+220.7%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.7% | -2.8% | -3.3% |
| 7D | -5.4% | -4.7% | -0.7% | -4.0% |
| 30D | +6.6% | +4.3% | +2.2% | +5.4% |
| 3M | +30.1% | +5.4% | +24.7% | +28.1% |
| 6M | -7.1% | +8.2% | -15.3% | -10.0% |
| YTD | +12.0% | +14.1% | -2.2% | +6.3% |
| 1Y | +41.2% | +28.1% | +13.1% | +28.4% |
| All | +245.7% | +25.0% | +220.7% | +215.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling