+93.3%
QQQ vs GDX
+258.3%
-164.9%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.1% | -1.4% | -0.5% |
| 7D | +1.0% | +1.9% | -0.9% | +0.7% |
| 30D | -0.6% | +9.9% | -10.6% | -2.3% |
| 3M | +1.3% | +28.2% | -26.9% | -3.2% |
| 6M | +18.1% | -2.9% | +21.0% | +17.1% |
| YTD | +16.9% | +16.0% | +0.9% | +12.5% |
| 1Y | +24.0% | +49.9% | -25.9% | +14.4% |
| All | +93.3% | +258.3% | -164.9% | +54.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling