+166.5%
GDXJ vs QLD
+77.5%
+88.9%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +6.8% | -1.9% | +2.8% |
| 7D | +16.4% | -1.4% | +17.8% | +16.5% |
| 30D | -1.2% | -19.6% | +18.4% | +5.6% |
| 3M | -3.9% | -14.1% | +10.3% | +0.6% |
| 6M | -10.2% | -13.6% | +3.5% | -6.1% |
| YTD | -0.6% | +12.5% | -13.2% | -3.5% |
| 1Y | +24.3% | +13.1% | +11.2% | +20.6% |
| 3Y | +257.4% | +154.7% | +102.7% | +173.4% |
| 5Y | +166.5% | +81.1% | +85.4% | +92.3% |
| All | +166.5% | +77.5% | +88.9% | +92.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling