+260.9%
GDX vs LII
+5.3%
+255.6%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.2% | -3.3% | -2.4% |
| 7D | -0.4% | -0.7% | +0.3% | -0.2% |
| 30D | +18.6% | -12.6% | +31.2% | +21.9% |
| 3M | +14.9% | -24.4% | +39.3% | +20.7% |
| 6M | -6.3% | -28.7% | +22.4% | -1.1% |
| YTD | +15.7% | -19.1% | +34.9% | +20.1% |
| 1Y | +54.8% | -29.7% | +84.5% | +63.4% |
| All | +260.9% | +5.3% | +255.6% | +260.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling