+242.0%
TQQQ vs GDX
+245.9%
-3.9%
-58.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -3.5% | +0.2% | -1.6% |
| 7D | -3.9% | -5.4% | +1.5% | -1.3% |
| 30D | -5.3% | +6.6% | -11.8% | -8.6% |
| 3M | +0.1% | +30.1% | -30.0% | -12.5% |
| 6M | +40.7% | -7.1% | +47.8% | +42.6% |
| YTD | +31.8% | +12.0% | +19.8% | +22.0% |
| 1Y | +48.2% | +41.2% | +7.0% | +22.8% |
| All | +242.0% | +245.9% | -3.9% | +86.8% |
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