+479.8%
GDX vs QSR
+211.0%
+268.9%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.4% | +1.5% | -0.4% |
| 7D | +4.0% | +0.1% | +3.9% | +4.0% |
| 30D | +9.5% | +5.9% | +3.6% | +8.4% |
| 3M | +25.1% | +10.5% | +14.6% | +22.9% |
| 6M | -2.9% | +7.7% | -10.6% | -4.4% |
| YTD | +14.7% | +16.8% | -2.0% | +11.3% |
| 1Y | +47.4% | +30.9% | +16.5% | +40.1% |
| 3Y | +259.7% | +28.2% | +231.5% | +242.3% |
| 5Y | +227.7% | +45.0% | +182.7% | +205.1% |
| 10Y | +289.0% | +127.3% | +161.7% | +228.3% |
| All | +479.8% | +211.0% | +268.9% | +391.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling