+258.1%
GDX vs LNG
+73.1%
+185.1%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | 0.0% | +1.1% | +1.1% |
| 7D | +1.9% | -6.7% | +8.6% | +2.1% |
| 30D | +9.9% | +3.9% | +6.1% | +9.7% |
| 3M | +28.2% | +15.5% | +12.7% | +26.9% |
| 6M | -2.9% | +10.5% | -13.4% | -4.9% |
| YTD | +16.0% | +43.0% | -27.0% | +7.1% |
| 1Y | +49.9% | +18.9% | +31.0% | +44.4% |
| All | +258.1% | +73.1% | +185.1% | +191.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling