+211.5%
GDX vs LNG
+657.9%
-446.4%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -5.5% | +4.6% | -0.4% |
| 7D | +4.0% | -6.2% | +10.1% | +4.5% |
| 30D | +9.5% | +8.0% | +1.5% | +8.7% |
| 3M | +25.1% | +16.9% | +8.2% | +23.1% |
| 6M | -2.9% | +8.7% | -11.6% | -4.2% |
| YTD | +14.7% | +43.0% | -28.3% | +10.3% |
| 1Y | +47.4% | +19.4% | +28.0% | +44.1% |
| 3Y | +259.7% | +74.7% | +185.0% | +238.0% |
| 5Y | +227.7% | +222.4% | +5.2% | +190.0% |
| 10Y | +289.0% | +532.2% | -243.3% | +218.3% |
| All | +211.5% | +657.9% | -446.4% | +240.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling