+79.8%
GDXJ vs QID
-99.9%
+179.8%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.5% | +0.8% | +1.5% |
| 7D | +0.9% | -1.9% | +2.9% | +0.4% |
| 30D | +8.8% | +1.7% | +7.1% | +9.5% |
| 3M | +29.8% | -3.9% | +33.8% | +30.2% |
| 6M | -5.8% | -30.0% | +24.2% | -11.8% |
| YTD | +13.6% | -28.2% | +41.8% | +7.7% |
| 1Y | +54.5% | -35.6% | +90.1% | +43.5% |
| 3Y | +301.4% | -74.3% | +375.7% | +210.8% |
| 5Y | +236.3% | -80.8% | +317.2% | +162.5% |
| 10Y | +240.1% | -99.2% | +339.2% | +32.5% |
| All | +79.8% | -99.9% | +179.8% | -78.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling