+12.3%
QQQ vs GDX
+3.5%
+8.8%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.2% | -1.0% | -1.2% |
| 7D | +3.6% | -6.8% | +10.4% | +5.0% |
| 30D | -6.7% | -2.1% | -4.6% | -6.5% |
| 3M | -7.0% | -7.5% | +0.5% | -6.1% |
| 6M | -4.7% | -15.2% | +10.5% | -3.1% |
| YTD | +11.1% | -4.8% | +15.9% | +8.6% |
| 1Y | +12.3% | +6.7% | +5.5% | +5.9% |
| All | +12.3% | +3.5% | +8.8% | +5.9% |
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