+291.6%
GDX vs LH
+179.1%
+112.5%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -4.4% | +0.9% | -2.6% |
| 7D | -5.4% | -7.4% | +2.0% | -3.9% |
| 30D | +6.6% | -4.6% | +11.1% | +7.7% |
| 3M | +30.1% | +14.5% | +15.6% | +26.7% |
| 6M | -7.1% | +14.8% | -21.9% | -9.6% |
| YTD | +12.0% | +23.3% | -11.3% | +7.6% |
| 1Y | +41.2% | +13.6% | +27.6% | +37.6% |
| 3Y | +251.0% | +56.3% | +194.6% | +219.2% |
| 5Y | +226.7% | +25.2% | +201.5% | +205.0% |
| All | +291.6% | +179.1% | +112.5% | +226.2% |
Cumulative growth
Daily Returns
Daily percentage return beside LH.
Daily Out/Under-Performance
Portfolio return minus LH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LH 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded LH 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling