+226.4%
GDX vs LII
-8.5%
+234.9%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.8% | -2.3% | -1.7% |
| 7D | +0.7% | -2.3% | +3.0% | +1.2% |
| 30D | -3.8% | -1.7% | -2.1% | -3.7% |
| 3M | -5.4% | -18.3% | +12.8% | -1.5% |
| 6M | -12.7% | -32.3% | +19.6% | -6.1% |
| YTD | -0.7% | -27.1% | +26.5% | +5.3% |
| 1Y | +11.9% | -27.2% | +39.1% | +18.6% |
| All | +226.4% | -8.5% | +234.9% | +224.8% |
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