+257.4%
GDXJ vs QLD
+149.9%
+107.5%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +6.8% | -1.9% | +2.2% |
| 7D | +16.4% | -1.4% | +17.8% | +16.4% |
| 30D | -1.2% | -19.6% | +18.4% | +7.3% |
| 3M | -3.9% | -14.1% | +10.3% | +1.7% |
| 6M | -10.2% | -13.6% | +3.5% | -5.1% |
| YTD | -0.6% | +12.5% | -13.2% | -4.0% |
| 1Y | +24.3% | +13.1% | +11.2% | +19.9% |
| 3Y | +257.4% | +154.7% | +102.7% | +160.0% |
| All | +257.4% | +149.9% | +107.5% | +160.0% |
Cumulative growth
Daily Returns
Daily percentage return beside QLD.
Daily Out/Under-Performance
Portfolio return minus QLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QLD 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 3y: compounded portfolio wealth divided by compounded QLD 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…
3y analysis · Full analysis span regression · 6 months rolling