-100.0%
SQQQ vs GDX
+312.6%
-412.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.1% | -3.7% | -2.1% |
| 7D | +1.8% | -2.2% | +4.0% | +1.0% |
| 30D | +4.2% | +6.8% | -2.6% | +7.3% |
| 3M | -3.3% | +24.9% | -28.2% | +7.6% |
| 6M | -43.6% | -4.2% | -39.4% | -41.3% |
| YTD | -41.9% | +13.2% | -55.1% | -34.7% |
| 1Y | -50.6% | +40.2% | -90.8% | -39.2% |
| 3Y | -89.3% | +249.6% | -338.9% | -80.5% |
| 5Y | -94.8% | +230.4% | -325.2% | -89.8% |
| All | -100.0% | +312.6% | -412.6% | -99.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling