+319.2%
GDX vs LSCC
+1,333.6%
-1,014.4%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -2.3% | -3.1% | -5.1% |
| 7D | +11.5% | +5.0% | +6.4% | +10.6% |
| 30D | -3.1% | -11.7% | +8.6% | -1.8% |
| 3M | -4.4% | -13.3% | +8.9% | -3.1% |
| 6M | -8.6% | -12.5% | +4.0% | -7.8% |
| YTD | +0.8% | +51.2% | -50.4% | -4.8% |
| 1Y | +14.7% | +65.9% | -51.2% | +7.1% |
| 3Y | +228.8% | +95.3% | +133.4% | +193.2% |
| 5Y | +173.4% | +38.6% | +134.8% | +143.9% |
| 10Y | +319.2% | +1,352.3% | -1,033.1% | +225.1% |
| All | +319.2% | +1,333.6% | -1,014.4% | +225.1% |
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