+228.4%
GDXJ vs QID
-80.2%
+308.6%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +2.3% | -6.3% | -3.3% |
| 7D | -6.2% | +2.7% | -9.0% | -5.4% |
| 30D | +4.6% | +3.3% | +1.3% | +5.9% |
| 3M | +31.3% | -5.5% | +36.8% | +31.0% |
| 6M | -10.7% | -28.4% | +17.7% | -16.0% |
| YTD | +9.1% | -26.6% | +35.6% | +3.8% |
| 1Y | +44.1% | -34.1% | +78.3% | +34.5% |
| 3Y | +285.4% | -73.7% | +359.1% | +202.1% |
| 5Y | +228.4% | -80.7% | +309.1% | +141.0% |
| All | +228.4% | -80.2% | +308.6% | +141.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling