+22.6%
QQQ vs GDX
+43.4%
-20.7%
-12.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.5% | +2.4% | -0.5% |
| 7D | -1.3% | -5.4% | +4.1% | -0.3% |
| 30D | -1.4% | +6.6% | -7.9% | -2.6% |
| 3M | +2.3% | +30.1% | -27.8% | -2.9% |
| 6M | +16.9% | -7.1% | +24.0% | +16.0% |
| YTD | +15.6% | +12.0% | +3.7% | +11.6% |
| 1Y | +22.6% | +41.2% | -18.6% | +12.0% |
| All | +22.6% | +43.4% | -20.7% | +12.0% |
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