+40.5%
GDXJ vs Q
+79.8%
-39.2%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.5% | -1.4% | +0.1% |
| 7D | -2.8% | +4.9% | -7.7% | -4.6% |
| 30D | +5.0% | -11.0% | +15.9% | +9.6% |
| 3M | +24.1% | -15.2% | +39.2% | +29.5% |
| 6M | -7.4% | +8.8% | -16.2% | -13.2% |
| YTD | +10.2% | +55.1% | -44.9% | -3.1% |
| All | +40.5% | +79.8% | -39.2% | +24.9% |
Cumulative growth
Daily Returns
Daily percentage return beside Q.
Daily Out/Under-Performance
Portfolio return minus Q return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Q 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 Q 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