+204.7%
GDX vs LSCC
+69.3%
+135.4%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -8.6% | +10.0% | +3.0% |
| 7D | +5.4% | -4.8% | +10.3% | +6.1% |
| 30D | -2.8% | -27.1% | +24.3% | +2.6% |
| 3M | +2.5% | -23.6% | +26.1% | +7.0% |
| 6M | -0.1% | -19.8% | +19.8% | +2.8% |
| YTD | 0.0% | +33.2% | -33.3% | -4.6% |
| 1Y | +22.2% | +55.2% | -33.0% | +14.5% |
| All | +204.7% | +69.3% | +135.4% | +176.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling