+25.6%
QQQ vs GDX
+55.3%
-29.8%
-12.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.2% | +2.4% | +0.6% |
| 7D | +0.4% | -0.4% | +0.7% | +0.4% |
| 30D | +0.2% | +18.6% | -18.4% | -3.0% |
| 3M | -2.8% | +14.9% | -17.7% | -5.8% |
| 6M | +18.0% | -6.3% | +24.2% | +16.7% |
| YTD | +17.3% | +15.7% | +1.6% | +12.6% |
| 1Y | +25.6% | +54.8% | -29.3% | +14.7% |
| All | +25.6% | +55.3% | -29.8% | +14.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GDX.
Daily Out/Under-Performance
Portfolio return minus GDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GDX 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 1y: compounded portfolio wealth divided by compounded GDX 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…
1y analysis · Full analysis span regression · 6 months rolling