+233.6%
GDX vs LOW
+7.0%
+226.6%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.1% | +2.2% | +1.4% |
| 7D | +1.9% | -0.6% | +2.5% | +2.0% |
| 30D | +9.9% | -9.3% | +19.2% | +12.7% |
| 3M | +28.2% | -8.1% | +36.3% | +30.9% |
| 6M | -2.9% | -19.8% | +16.9% | +2.5% |
| YTD | +16.0% | -16.4% | +32.3% | +20.9% |
| 1Y | +49.9% | -24.7% | +74.5% | +60.0% |
| 3Y | +263.6% | -8.8% | +272.4% | +263.6% |
| 5Y | +233.6% | +7.8% | +225.8% | +214.5% |
| All | +233.6% | +7.0% | +226.6% | +214.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling