+4.0%
GDX vs LTH
+77.7%
-73.7%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -4.2% | +0.2% | -3.1% |
| 7D | -4.6% | -4.6% | +0.1% | -3.6% |
| 30D | -6.2% | +14.8% | -21.0% | -8.9% |
| 3M | -10.0% | +3.9% | -14.0% | -10.7% |
| 6M | -15.8% | +35.5% | -51.2% | -23.5% |
| YTD | -4.6% | +71.3% | -75.9% | -19.4% |
| 1Y | +4.0% | +75.7% | -71.7% | -13.3% |
| All | +4.0% | +77.7% | -73.7% | -13.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling