+558.6%
QQQ vs GDXJ
+237.3%
+321.3%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GDXJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.1% | -0.2% | +0.7% |
| 7D | -0.6% | -2.8% | +2.2% | -0.2% |
| 30D | -1.2% | +5.0% | -6.2% | -2.0% |
| 3M | -0.2% | +24.1% | -24.3% | -3.5% |
| 6M | +17.9% | -7.4% | +25.3% | +18.0% |
| YTD | +16.6% | +10.2% | +6.4% | +13.6% |
| 1Y | +23.0% | +42.5% | -19.6% | +15.3% |
| 3Y | +92.9% | +285.7% | -192.8% | +56.6% |
| 5Y | +95.6% | +231.9% | -136.3% | +59.0% |
| All | +558.6% | +237.3% | +321.3% | +438.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GDXJ.
Daily Out/Under-Performance
Portfolio return minus GDXJ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GDXJ 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 10y: compounded portfolio wealth divided by compounded GDXJ 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…
10y analysis · Full analysis span regression · 6 months rolling