+36.2%
QCOM vs GDXJ
+225.9%
-189.7%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GDXJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -1.2% | +4.3% | +3.5% |
| 7D | +5.1% | +4.3% | +0.8% | +3.9% |
| 30D | +4.3% | +8.4% | -4.2% | +1.8% |
| 3M | -19.6% | +25.5% | -45.1% | -24.7% |
| 6M | +29.5% | -6.3% | +35.8% | +29.6% |
| YTD | +3.4% | +12.1% | -8.7% | -1.9% |
| 1Y | +10.9% | +51.1% | -40.1% | -3.2% |
| 3Y | +74.8% | +296.1% | -221.3% | +16.5% |
| 5Y | +36.2% | +228.1% | -191.9% | -7.5% |
| All | +36.2% | +225.9% | -189.7% | -7.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling