+215.1%
GDXJ vs QSR
+135.2%
+79.9%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.6% | +0.4% | +0.9% |
| 7D | -2.8% | -4.0% | +1.2% | -1.7% |
| 30D | +5.0% | +2.8% | +2.2% | +4.2% |
| 3M | +24.1% | +5.1% | +19.0% | +22.3% |
| 6M | -7.4% | +8.8% | -16.2% | -10.0% |
| YTD | +10.2% | +14.8% | -4.6% | +5.4% |
| 1Y | +42.5% | +25.7% | +16.8% | +32.8% |
| 3Y | +285.7% | +27.5% | +258.2% | +256.2% |
| 5Y | +231.9% | +41.3% | +190.6% | +196.8% |
| All | +215.1% | +135.2% | +79.9% | +108.7% |
Cumulative growth
Daily Returns
Daily percentage return beside QSR.
Daily Out/Under-Performance
Portfolio return minus QSR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QSR 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 QSR 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