+281.6%
GDX vs LSCC
+1,772.4%
-1,490.7%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +2.0% | -4.2% | -2.5% |
| 7D | -0.4% | +1.3% | -1.7% | -0.6% |
| 30D | +18.6% | -9.7% | +28.3% | +20.1% |
| 3M | +14.9% | -23.7% | +38.6% | +18.4% |
| 6M | -6.3% | +26.5% | -32.7% | -9.4% |
| YTD | +15.7% | +57.5% | -41.8% | +9.1% |
| 1Y | +54.8% | +75.7% | -20.8% | +44.0% |
| 3Y | +253.4% | +19.5% | +234.0% | +231.4% |
| 5Y | +219.7% | +83.8% | +135.9% | +179.5% |
| All | +281.6% | +1,772.4% | -1,490.7% | +186.8% |
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