+211.3%
GDX vs LII
-8.7%
+220.0%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.0% | +4.1% | +2.6% |
| 7D | +13.6% | -0.6% | +14.2% | +13.8% |
| 30D | +2.5% | -4.6% | +7.1% | +3.2% |
| 3M | +4.4% | -21.2% | +25.6% | +9.5% |
| 6M | -5.2% | -36.4% | +31.2% | +3.2% |
| YTD | +2.1% | -28.9% | +31.1% | +8.7% |
| 1Y | +24.7% | -29.5% | +54.2% | +32.9% |
| 3Y | +211.3% | -8.6% | +219.9% | +214.4% |
| All | +211.3% | -8.7% | +220.0% | +214.4% |
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