+47.0%
QCOM vs GDX
+208.9%
-162.0%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +2.2% | +3.4% | +4.9% |
| 7D | +0.4% | +13.6% | -13.3% | -3.5% |
| 30D | -6.6% | +2.5% | -9.1% | -7.4% |
| 3M | +3.7% | +4.4% | -0.7% | +1.8% |
| 6M | -13.3% | -5.2% | -8.1% | -13.0% |
| YTD | -1.8% | +2.1% | -3.9% | -4.4% |
| 1Y | -2.5% | +24.7% | -27.2% | -9.7% |
| 3Y | +47.0% | +211.3% | -164.3% | +6.1% |
| All | +47.0% | +208.9% | -162.0% | +6.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling