+468.4%
QCOM vs GDX
+182.7%
+285.7%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +2.2% | +3.4% | +5.2% |
| 7D | +0.4% | +13.6% | -13.3% | -1.7% |
| 30D | -6.6% | +2.5% | -9.1% | -7.0% |
| 3M | +3.7% | +4.4% | -0.7% | +2.8% |
| 6M | -13.3% | -5.2% | -8.1% | -12.7% |
| YTD | -1.8% | +2.1% | -3.9% | -2.9% |
| 1Y | -2.5% | +24.7% | -27.2% | -6.5% |
| 3Y | +47.0% | +211.3% | -164.3% | +21.9% |
| 5Y | +13.1% | +186.7% | -173.6% | -6.3% |
| 10Y | +224.7% | +285.3% | -60.6% | +149.9% |
| All | +468.4% | +182.7% | +285.7% | +275.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling