+214.2%
GDX vs LII
+1,577.8%
-1,363.6%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.2% | -3.3% | -2.5% |
| 7D | -0.4% | -0.7% | +0.3% | -0.2% |
| 30D | +18.6% | -12.6% | +31.2% | +22.4% |
| 3M | +14.9% | -24.4% | +39.3% | +21.7% |
| 6M | -6.3% | -28.7% | +22.4% | +0.6% |
| YTD | +15.7% | -19.1% | +34.9% | +20.5% |
| 1Y | +54.8% | -29.7% | +84.5% | +65.9% |
| 3Y | +253.4% | +4.8% | +248.7% | +235.9% |
| 5Y | +219.7% | +24.6% | +195.1% | +185.5% |
| 10Y | +300.2% | +169.2% | +131.0% | +182.6% |
| All | +214.2% | +1,577.8% | -1,363.6% | +7.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling