+54.3%
QCOM vs GDX
+256.8%
-202.5%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.2% | +2.3% | +0.7% |
| 7D | +3.3% | -0.4% | +3.7% | +3.4% |
| 30D | +7.7% | +18.6% | -10.9% | +2.3% |
| 3M | -30.1% | +14.9% | -44.9% | -33.2% |
| 6M | +22.8% | -6.3% | +29.1% | +22.5% |
| YTD | +0.2% | +15.7% | -15.5% | -5.6% |
| 1Y | +7.9% | +54.8% | -47.0% | -6.4% |
| All | +54.3% | +256.8% | -202.5% | +7.1% |
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