+2.0%
QCOM vs GDX
+22.4%
-20.4%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +4.4% | -0.7% | +2.1% |
| 7D | +5.8% | +15.6% | -9.8% | +0.3% |
| 30D | -2.3% | +2.4% | -4.7% | -3.4% |
| 3M | +2.7% | +1.7% | +1.0% | +1.1% |
| 6M | -21.0% | -3.3% | -17.7% | -22.1% |
| YTD | +1.8% | +6.6% | -4.8% | -4.1% |
| All | +2.0% | +22.4% | -20.4% | -8.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GDX.
Daily Out/Under-Performance
Portfolio return minus GDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GDX 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 1y: compounded portfolio wealth divided by compounded GDX 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…
1y analysis · Full analysis span regression · 6 months rolling