+131.0%
GDXJ vs QS
-47.0%
+178.0%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -6.6% | +8.0% | +1.8% |
| 7D | +0.9% | -4.2% | +5.2% | +1.2% |
| 30D | +8.8% | -15.7% | +24.5% | +10.0% |
| 3M | +29.8% | -28.7% | +58.5% | +32.4% |
| 6M | -5.8% | -23.2% | +17.4% | -4.4% |
| YTD | +13.6% | -49.9% | +63.5% | +17.8% |
| 1Y | +54.5% | -38.8% | +93.3% | +58.2% |
| 3Y | +301.4% | -24.0% | +325.4% | +296.0% |
| 5Y | +236.3% | -75.6% | +311.9% | +234.4% |
| All | +131.0% | -47.0% | +178.0% | +120.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling