+285.7%
GDXJ vs QSR
+25.8%
+259.9%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.6% | +0.4% | +0.8% |
| 7D | -2.8% | -4.0% | +1.2% | -1.4% |
| 30D | +5.0% | +2.8% | +2.2% | +4.1% |
| 3M | +24.1% | +5.1% | +19.0% | +21.9% |
| 6M | -7.4% | +8.8% | -16.2% | -11.0% |
| YTD | +10.2% | +14.8% | -4.6% | +3.5% |
| 1Y | +42.5% | +25.7% | +16.8% | +28.7% |
| 3Y | +285.7% | +27.5% | +258.2% | +243.7% |
| All | +285.7% | +25.8% | +259.9% | +243.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling