+159.0%
GDX vs LOW
+950.5%
-791.5%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.8% | -2.2% | -3.7% |
| 7D | -4.6% | +0.1% | -4.7% | -4.6% |
| 30D | -6.2% | +21.3% | -27.5% | -9.2% |
| 3M | -10.0% | +6.0% | -16.0% | -10.9% |
| 6M | -15.8% | +2.6% | -18.3% | -16.3% |
| YTD | -4.6% | -3.6% | -1.0% | -4.2% |
| 1Y | +4.0% | -1.0% | +5.0% | +3.9% |
| 3Y | +211.1% | +24.2% | +186.9% | +197.6% |
| 5Y | +152.3% | +6.3% | +145.9% | +144.8% |
| 10Y | +331.4% | +294.1% | +37.3% | +232.7% |
| All | +159.0% | +950.5% | -791.5% | +54.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling