+281.7%
GDXJ vs QS
-26.0%
+307.7%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.8% | -3.2% | -3.9% |
| 7D | -6.2% | -5.0% | -1.3% | -5.6% |
| 30D | +4.6% | -18.3% | +22.9% | +7.4% |
| 3M | +31.3% | -26.0% | +57.3% | +35.7% |
| 6M | -10.7% | -24.0% | +13.4% | -7.8% |
| YTD | +9.1% | -50.3% | +59.4% | +17.1% |
| 1Y | +44.1% | -38.0% | +82.1% | +51.1% |
| All | +281.7% | -26.0% | +307.7% | +266.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling