+158.4%
GDX vs LOW
+951.7%
-793.3%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.1% | -0.4% | -0.3% |
| 7D | -6.8% | +1.4% | -8.2% | -7.0% |
| 30D | -2.1% | +21.7% | -23.8% | -5.3% |
| 3M | -7.5% | +5.0% | -12.5% | -8.3% |
| 6M | -15.2% | +4.6% | -19.8% | -15.9% |
| YTD | -4.8% | -3.5% | -1.3% | -4.5% |
| 1Y | +6.7% | +0.5% | +6.2% | +6.3% |
| 3Y | +212.7% | +24.8% | +187.9% | +199.0% |
| 5Y | +151.7% | +6.5% | +145.2% | +144.1% |
| 10Y | +330.3% | +294.6% | +35.8% | +231.9% |
| All | +158.4% | +951.7% | -793.3% | +53.9% |
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