+326.3%
GDX vs LII
+169.1%
+157.2%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.1% | -1.4% | -0.5% |
| 7D | -6.8% | +2.9% | -9.7% | -7.3% |
| 30D | -2.1% | +0.9% | -3.0% | -2.5% |
| 3M | -7.5% | -15.5% | +8.0% | -4.7% |
| 6M | -15.2% | -30.2% | +15.0% | -9.8% |
| YTD | -4.8% | -26.8% | +22.0% | +0.2% |
| 1Y | +6.7% | -25.3% | +32.0% | +11.9% |
| 3Y | +212.7% | -7.8% | +220.5% | +209.0% |
| 5Y | +151.7% | +17.0% | +134.7% | +132.6% |
| All | +326.3% | +169.1% | +157.2% | +259.2% |
Cumulative growth
Daily Returns
Daily percentage return beside LII.
Daily Out/Under-Performance
Portfolio return minus LII return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LII 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 10y: compounded portfolio wealth divided by compounded LII 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…
10y analysis · Full analysis span regression · 6 months rolling