+12.9%
TQQQ vs GDX
+22.9%
-10.0%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +9.0% | -6.2% | -2.4% |
| 7D | -14.0% | +0.8% | -14.7% | -14.4% |
| 30D | -25.1% | -3.2% | -21.9% | -23.7% |
| 3M | -16.7% | +8.6% | -25.2% | -21.9% |
| 6M | -3.7% | -1.2% | -2.5% | -4.5% |
| YTD | +18.8% | -1.4% | +20.1% | +9.8% |
| 1Y | +12.9% | +24.8% | -11.9% | -18.9% |
| All | +12.9% | +22.9% | -10.0% | -18.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling