+251.9%
QCOM vs GDXJ
+248.0%
+3.9%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GDXJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -4.7% | +5.0% | +1.2% |
| 7D | +13.0% | -4.9% | +17.9% | +14.0% |
| 30D | +0.2% | -10.0% | +10.1% | +2.0% |
| 3M | +9.2% | -16.6% | +25.8% | +12.4% |
| 6M | -15.0% | -23.3% | +8.3% | -11.5% |
| YTD | +5.2% | -12.4% | +17.6% | +6.3% |
| 1Y | +2.4% | +0.5% | +1.9% | +1.1% |
| 3Y | +52.0% | +220.5% | -168.5% | +23.7% |
| 5Y | +19.7% | +124.7% | -105.0% | -0.1% |
| All | +251.9% | +248.0% | +3.9% | +192.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GDXJ.
Daily Out/Under-Performance
Portfolio return minus GDXJ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GDXJ 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 10y: compounded portfolio wealth divided by compounded GDXJ 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…
10y analysis · Full analysis span regression · 6 months rolling