+498.3%
GDXJ vs QSR
+203.9%
+294.5%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.7% | -3.3% | -3.8% |
| 7D | -6.2% | -4.7% | -1.5% | -5.2% |
| 30D | +4.6% | +4.3% | +0.3% | +3.6% |
| 3M | +31.3% | +5.4% | +25.8% | +29.6% |
| 6M | -10.7% | +8.2% | -18.8% | -12.7% |
| YTD | +9.1% | +14.1% | -5.1% | +5.2% |
| 1Y | +44.1% | +28.1% | +16.0% | +35.1% |
| 3Y | +285.4% | +25.3% | +260.1% | +262.0% |
| 5Y | +228.4% | +40.4% | +188.0% | +199.7% |
| 10Y | +226.5% | +132.4% | +94.2% | +163.1% |
| All | +498.3% | +203.9% | +294.5% | +383.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling