+214.2%
GDX vs LOW
+838.3%
-624.1%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.3% | -3.5% | -2.4% |
| 7D | -0.4% | -1.7% | +1.3% | -0.1% |
| 30D | +18.6% | -7.0% | +25.7% | +20.1% |
| 3M | +14.9% | -0.9% | +15.8% | +14.9% |
| 6M | -6.3% | -20.1% | +13.8% | -2.9% |
| YTD | +15.7% | -13.9% | +29.6% | +18.4% |
| 1Y | +54.8% | -21.1% | +76.0% | +60.4% |
| 3Y | +253.4% | -6.6% | +260.1% | +253.8% |
| 5Y | +219.7% | +9.4% | +210.3% | +209.7% |
| 10Y | +300.2% | +220.5% | +79.7% | +219.1% |
| All | +214.2% | +838.3% | -624.1% | +90.7% |
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