+124.1%
GDXJ vs QS
-46.4%
+170.5%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.9% | -0.9% | +0.9% |
| 7D | -2.8% | -3.6% | +0.8% | -2.6% |
| 30D | +5.0% | -17.2% | +22.2% | +6.2% |
| 3M | +24.1% | -27.0% | +51.0% | +26.3% |
| 6M | -7.4% | -24.6% | +17.2% | -5.8% |
| YTD | +10.2% | -49.3% | +59.5% | +14.2% |
| 1Y | +42.5% | -40.3% | +82.9% | +46.1% |
| 3Y | +285.7% | -23.8% | +309.5% | +280.4% |
| 5Y | +231.9% | -75.0% | +306.8% | +229.7% |
| All | +124.1% | -46.4% | +170.5% | +113.5% |
Cumulative growth
Daily Returns
Daily percentage return beside QS.
Daily Out/Under-Performance
Portfolio return minus QS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QS 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 QS 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