+1,785.1%
QQQ vs GDXJ
+76.0%
+1,709.1%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GDXJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.3% | -1.6% | -0.4% |
| 7D | +1.0% | +0.9% | +0.1% | +0.9% |
| 30D | -0.6% | +8.8% | -9.4% | -1.7% |
| 3M | +1.3% | +29.8% | -28.5% | -2.0% |
| 6M | +18.1% | -5.8% | +24.0% | +18.1% |
| YTD | +16.9% | +13.6% | +3.3% | +14.0% |
| 1Y | +24.0% | +54.5% | -30.5% | +16.6% |
| 3Y | +95.6% | +301.4% | -205.8% | +64.2% |
| 5Y | +94.5% | +236.3% | -141.8% | +64.1% |
| 10Y | +571.7% | +240.1% | +331.6% | +450.6% |
| All | +1,785.1% | +76.0% | +1,709.1% | +1,478.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling