+247.0%
GDX vs LTH
+156.3%
+90.6%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.8% | +0.9% | -0.6% |
| 7D | +4.0% | +1.5% | +2.4% | +3.8% |
| 30D | +9.5% | -3.1% | +12.5% | +9.8% |
| 3M | +25.1% | +28.1% | -3.0% | +20.9% |
| 6M | -2.9% | +67.4% | -70.3% | -9.1% |
| YTD | +14.7% | +59.8% | -45.0% | +7.9% |
| 1Y | +47.4% | +45.6% | +1.8% | +39.9% |
| 3Y | +259.7% | +162.0% | +97.7% | +213.0% |
| All | +247.0% | +156.3% | +90.6% | +180.7% |
Cumulative growth
Daily Returns
Daily percentage return beside LTH.
Daily Out/Under-Performance
Portfolio return minus LTH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LTH 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 LTH 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