-89.0%
SQQQ vs GDX
+245.9%
-334.9%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -3.5% | +6.7% | +1.6% |
| 7D | +4.1% | -5.4% | +9.4% | +1.4% |
| 30D | +4.6% | +6.6% | -1.9% | +8.4% |
| 3M | -10.4% | +30.1% | -40.5% | +4.6% |
| 6M | -42.1% | -7.1% | -35.0% | -39.5% |
| YTD | -40.3% | +12.0% | -52.3% | -31.5% |
| 1Y | -50.2% | +41.2% | -91.4% | -35.4% |
| All | -89.0% | +245.9% | -334.9% | -77.1% |
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