+485.8%
QCOM vs GDXJ
+53.9%
+431.8%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GDXJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +4.9% | -1.3% | +3.0% |
| 7D | +5.8% | +16.4% | -10.6% | +3.5% |
| 30D | -2.3% | -1.2% | -1.1% | -2.1% |
| 3M | +2.7% | -3.9% | +6.6% | +3.0% |
| 6M | -21.0% | -10.2% | -10.9% | -20.1% |
| YTD | +1.8% | -0.6% | +2.4% | +1.0% |
| 1Y | +2.4% | +24.3% | -21.9% | -1.3% |
| 3Y | +52.1% | +257.4% | -205.3% | +27.4% |
| 5Y | +14.6% | +166.5% | -151.8% | -2.2% |
| 10Y | +230.9% | +228.5% | +2.3% | +169.8% |
| All | +485.8% | +53.9% | +431.8% | +399.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling