+281.8%
QCOM vs GDXJ
+222.0%
+59.8%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GDXJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.3% | 0.0% | +1.1% |
| 7D | +4.4% | +0.9% | +3.4% | +4.2% |
| 30D | +9.4% | +8.8% | +0.6% | +7.6% |
| 3M | -13.7% | +29.8% | -43.5% | -17.8% |
| 6M | +28.9% | -5.8% | +34.7% | +29.0% |
| YTD | +4.7% | +13.6% | -8.9% | +1.3% |
| 1Y | +13.5% | +54.5% | -41.0% | +4.1% |
| 3Y | +77.1% | +301.4% | -224.3% | +39.3% |
| 5Y | +38.9% | +236.3% | -197.4% | +9.9% |
| 10Y | +281.8% | +240.1% | +41.7% | +209.8% |
| All | +281.8% | +222.0% | +59.8% | +209.8% |
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