+296.0%
GDX vs LNG
+562.2%
-266.2%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.2% | +0.9% | +1.1% |
| 7D | -2.2% | -4.7% | +2.5% | -1.5% |
| 30D | +6.8% | +3.8% | +2.9% | +6.0% |
| 3M | +24.9% | +16.2% | +8.8% | +21.5% |
| 6M | -4.2% | +11.7% | -15.9% | -7.0% |
| YTD | +13.2% | +44.2% | -31.0% | +4.5% |
| 1Y | +40.2% | +18.6% | +21.6% | +34.3% |
| 3Y | +249.6% | +77.4% | +172.2% | +206.6% |
| 5Y | +230.4% | +232.3% | -1.9% | +158.3% |
| All | +296.0% | +562.2% | -266.2% | +156.9% |
Cumulative growth
Daily Returns
Daily percentage return beside LNG.
Daily Out/Under-Performance
Portfolio return minus LNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LNG 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 LNG 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