+39.1%
GDXJ vs Q
+75.4%
-36.3%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.7% | -2.3% | -3.3% |
| 7D | -6.2% | +4.1% | -10.3% | -7.7% |
| 30D | +4.6% | -10.7% | +15.4% | +9.0% |
| 3M | +31.3% | -11.7% | +43.0% | +34.2% |
| 6M | -10.7% | +8.3% | -19.0% | -16.1% |
| YTD | +9.1% | +51.3% | -42.2% | -3.2% |
| All | +39.1% | +75.4% | -36.3% | +24.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling