+310.1%
GDX vs LSCC
+1,398.6%
-1,088.4%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +8.4% | -4.0% | +3.3% |
| 7D | +15.6% | +19.3% | -3.8% | +12.6% |
| 30D | +2.4% | -9.6% | +12.1% | +3.5% |
| 3M | +1.7% | -12.4% | +14.2% | +3.0% |
| 6M | -3.3% | -10.5% | +7.1% | -2.8% |
| YTD | +6.6% | +54.8% | -48.1% | +0.3% |
| 1Y | +27.0% | +79.4% | -52.4% | +17.6% |
| 3Y | +243.4% | +109.6% | +133.8% | +203.6% |
| 5Y | +194.2% | +40.4% | +153.8% | +161.7% |
| 10Y | +310.1% | +1,379.1% | -1,068.9% | +217.6% |
| All | +310.1% | +1,398.6% | -1,088.4% | +217.6% |
Cumulative growth
Daily Returns
Daily percentage return beside LSCC.
Daily Out/Under-Performance
Portfolio return minus LSCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LSCC 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 10y: compounded portfolio wealth divided by compounded LSCC 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…
10y analysis · Full analysis span regression · 6 months rolling