+224.1%
GDX vs QXO
-70.1%
+294.2%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QXO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.2% | +1.0% | +1.1% |
| 7D | -2.2% | -7.8% | +5.6% | -2.1% |
| 30D | +6.8% | -18.1% | +24.8% | +7.1% |
| 3M | +24.9% | -25.8% | +50.7% | +25.4% |
| 6M | -4.2% | -41.7% | +37.5% | -3.6% |
| YTD | +13.2% | -36.2% | +49.4% | +13.9% |
| 1Y | +40.2% | -42.1% | +82.3% | +41.1% |
| 3Y | +249.6% | -46.2% | +295.7% | +251.6% |
| All | +224.1% | -70.1% | +294.2% | +223.6% |
Cumulative growth
Daily Returns
Daily percentage return beside QXO.
Daily Out/Under-Performance
Portfolio return minus QXO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QXO 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 QXO 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