+215.1%
GDXJ vs QID
-99.2%
+314.3%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.8% | +2.8% | +0.6% |
| 7D | -2.8% | +1.3% | -4.1% | -2.5% |
| 30D | +5.0% | +2.9% | +2.0% | +5.9% |
| 3M | +24.1% | -0.7% | +24.8% | +25.2% |
| 6M | -7.4% | -29.7% | +22.3% | -12.5% |
| YTD | +10.2% | -27.9% | +38.1% | +5.2% |
| 1Y | +42.5% | -34.6% | +77.1% | +34.0% |
| 3Y | +285.7% | -73.5% | +359.2% | +210.9% |
| 5Y | +231.9% | -81.0% | +312.9% | +164.9% |
| All | +215.1% | -99.2% | +314.3% | +64.3% |
Cumulative growth
Daily Returns
Daily percentage return beside QID.
Daily Out/Under-Performance
Portfolio return minus QID return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QID 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 QID 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