+68.5%
GDXJ vs QXO
-8.4%
+76.9%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QXO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.2% | +0.9% | +1.1% |
| 7D | -2.8% | -7.8% | +5.0% | -2.7% |
| 30D | +5.0% | -18.1% | +23.1% | +5.2% |
| 3M | +24.1% | -25.8% | +49.8% | +24.5% |
| 6M | -7.4% | -41.7% | +34.4% | -6.8% |
| YTD | +10.2% | -36.2% | +46.4% | +10.8% |
| 1Y | +42.5% | -42.1% | +84.6% | +43.4% |
| 3Y | +285.7% | -46.2% | +331.9% | +276.2% |
| 5Y | +231.9% | -70.7% | +302.6% | +224.3% |
| 10Y | +230.0% | +36.5% | +193.5% | +212.5% |
| All | +68.5% | -8.4% | +76.9% | +39.2% |
Cumulative growth
Daily Returns
Daily percentage return beside QXO.
Daily Out/Under-Performance
Portfolio return minus QXO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QXO 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 QXO 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