+258.1%
GDX vs LOW
-9.4%
+267.5%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.1% | +2.2% | +1.3% |
| 7D | +1.9% | -0.6% | +2.5% | +2.0% |
| 30D | +9.9% | -9.3% | +19.2% | +12.5% |
| 3M | +28.2% | -8.1% | +36.3% | +30.8% |
| 6M | -2.9% | -19.8% | +16.9% | +1.9% |
| YTD | +16.0% | -16.4% | +32.3% | +20.6% |
| 1Y | +49.9% | -24.7% | +74.5% | +58.9% |
| All | +258.1% | -9.4% | +267.5% | +249.3% |
Cumulative growth
Daily Returns
Daily percentage return beside LOW.
Daily Out/Under-Performance
Portfolio return minus LOW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LOW 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 LOW 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