+259.7%
GDX vs LPLA
+50.5%
+209.2%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.5% | +1.7% | -0.8% |
| 7D | +4.0% | -2.1% | +6.0% | +4.0% |
| 30D | +9.5% | -3.3% | +12.8% | +9.6% |
| 3M | +25.1% | +23.5% | +1.6% | +24.3% |
| 6M | -2.9% | +12.0% | -14.9% | -3.4% |
| YTD | +14.7% | -1.7% | +16.4% | +14.8% |
| 1Y | +47.4% | +3.2% | +44.2% | +47.8% |
| 3Y | +259.7% | +46.2% | +213.5% | +289.5% |
| All | +259.7% | +50.5% | +209.2% | +289.5% |
Cumulative growth
Daily Returns
Daily percentage return beside LPLA.
Daily Out/Under-Performance
Portfolio return minus LPLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LPLA 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 LPLA 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