-89.3%
SQQQ vs GDXJ
+285.5%
-374.8%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GDXJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.1% | -3.6% | -2.1% |
| 7D | +1.8% | -2.8% | +4.6% | +0.5% |
| 30D | +4.2% | +5.0% | -0.8% | +7.2% |
| 3M | -3.3% | +24.1% | -27.3% | +10.6% |
| 6M | -43.6% | -7.4% | -36.3% | -40.6% |
| YTD | -41.9% | +10.2% | -52.1% | -32.6% |
| 1Y | -50.6% | +42.5% | -93.2% | -34.1% |
| 3Y | -89.3% | +285.7% | -375.0% | -74.8% |
| All | -89.3% | +285.5% | -374.8% | -74.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling