+173.4%
GDX vs LSCC
+40.9%
+132.4%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -2.3% | -3.1% | -5.0% |
| 7D | +11.5% | +5.0% | +6.4% | +10.4% |
| 30D | -3.1% | -11.7% | +8.6% | -1.4% |
| 3M | -4.4% | -13.3% | +8.9% | -2.7% |
| 6M | -8.6% | -12.5% | +4.0% | -7.6% |
| YTD | +0.8% | +51.2% | -50.4% | -6.6% |
| 1Y | +14.7% | +65.9% | -51.2% | +4.7% |
| 3Y | +228.8% | +95.3% | +133.4% | +181.4% |
| 5Y | +173.4% | +38.6% | +134.8% | +118.8% |
| All | +173.4% | +40.9% | +132.4% | +118.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling