+2,057.3%
QQQ vs GDX
+217.5%
+1,839.8%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.9% | +0.8% | 0.0% |
| 7D | +1.5% | +4.0% | -2.4% | +1.0% |
| 30D | -0.6% | +9.5% | -10.1% | -2.0% |
| 3M | +0.4% | +25.1% | -24.7% | -2.8% |
| 6M | +20.1% | -2.9% | +23.0% | +19.7% |
| YTD | +17.2% | +14.7% | +2.5% | +13.9% |
| 1Y | +24.7% | +47.4% | -22.7% | +17.0% |
| 3Y | +96.2% | +259.7% | -163.5% | +62.3% |
| 5Y | +94.4% | +227.7% | -133.3% | +60.8% |
| 10Y | +556.7% | +289.0% | +267.7% | +416.3% |
| All | +2,057.3% | +217.5% | +1,839.8% | +1,356.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling