+59.2%
TQQQ vs GDX
+55.3%
+3.8%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.2% | +2.7% | +1.6% |
| 7D | +0.7% | -0.4% | +1.1% | +0.9% |
| 30D | -0.6% | +18.6% | -19.3% | -9.8% |
| 3M | -14.9% | +14.9% | -29.8% | -21.6% |
| 6M | +44.6% | -6.3% | +50.8% | +42.7% |
| YTD | +37.8% | +15.7% | +22.1% | +24.4% |
| 1Y | +59.2% | +54.8% | +4.3% | +24.4% |
| All | +59.2% | +55.3% | +3.8% | +24.4% |
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