+239.9%
QCOM vs GDXJ
+233.2%
+6.7%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GDXJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -6.0% | +7.2% | +2.3% |
| 7D | +5.5% | +11.8% | -6.3% | +3.3% |
| 30D | -1.1% | -7.1% | +6.0% | +0.1% |
| 3M | +7.6% | -10.5% | +18.1% | +9.4% |
| 6M | -20.1% | -15.5% | -4.5% | -18.2% |
| YTD | +3.0% | -6.6% | +9.6% | +2.9% |
| 1Y | +3.2% | +11.3% | -8.1% | +0.2% |
| 3Y | +48.9% | +242.0% | -193.1% | +19.8% |
| 5Y | +21.1% | +147.7% | -126.6% | -0.4% |
| All | +239.9% | +233.2% | +6.7% | +178.2% |
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