-100.0%
SQQQ vs GDX
+169.2%
-269.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.1% | -0.2% | +1.2% |
| 7D | -2.7% | +1.9% | -4.6% | -2.0% |
| 30D | +2.4% | +9.9% | -7.5% | +5.9% |
| 3M | -8.0% | +28.2% | -36.2% | +1.7% |
| 6M | -43.9% | -2.9% | -41.0% | -41.7% |
| YTD | -42.2% | +16.0% | -58.2% | -35.8% |
| 1Y | -51.8% | +49.9% | -101.7% | -41.4% |
| 3Y | -89.7% | +263.6% | -353.3% | -82.9% |
| 5Y | -94.7% | +233.6% | -328.3% | -90.7% |
| 10Y | -100.0% | +315.3% | -415.3% | -99.9% |
| All | -100.0% | +169.2% | -269.2% | -100.0% |
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