+141.1%
GDX vs QXO
-5.4%
+146.5%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QXO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -4.1% | +5.2% | +1.1% |
| 7D | +1.9% | -3.9% | +5.7% | +1.9% |
| 30D | +9.9% | -17.4% | +27.3% | +10.2% |
| 3M | +28.2% | -22.5% | +50.7% | +28.5% |
| 6M | -2.9% | -41.4% | +38.5% | -2.4% |
| YTD | +16.0% | -34.1% | +50.1% | +16.5% |
| 1Y | +49.9% | -40.8% | +90.7% | +50.6% |
| 3Y | +263.6% | -43.9% | +307.5% | +256.0% |
| 5Y | +233.6% | -69.6% | +303.2% | +227.2% |
| 10Y | +315.3% | +41.0% | +274.4% | +296.7% |
| All | +141.1% | -5.4% | +146.5% | +104.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling