+326.3%
GDX vs LNG
+811.3%
-485.1%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.2% | 0.0% | -0.2% |
| 7D | -6.8% | +11.3% | -18.1% | -8.1% |
| 30D | -2.1% | +10.6% | -12.7% | -3.9% |
| 3M | -7.5% | +16.1% | -23.6% | -9.9% |
| 6M | -15.2% | +29.6% | -44.7% | -19.0% |
| YTD | -4.8% | +60.3% | -65.1% | -13.5% |
| 1Y | +6.7% | +46.1% | -39.4% | -1.3% |
| 3Y | +212.7% | +85.9% | +126.8% | +173.8% |
| 5Y | +151.7% | +210.8% | -59.2% | +101.5% |
| All | +326.3% | +811.3% | -485.1% | +173.7% |
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