+230.0%
GDX vs LPLA
+146.0%
+84.0%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +9.5% |
| 3M | +25.1% | +23.5% | +1.6% | +24.5% |
| 6M | -2.9% | +12.0% | -14.9% | -3.3% |
| YTD | +14.7% | -1.7% | +16.4% | +14.7% |
| 1Y | +47.4% | +3.2% | +44.2% | +47.5% |
| 3Y | +259.7% | +46.2% | +213.5% | +260.8% |
| All | +230.0% | +146.0% | +84.0% | +235.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling