+47.4%
GDX vs LTH
+46.4%
+1.0%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.8% | +0.9% | -0.6% |
| 7D | +4.0% | +1.5% | +2.4% | +3.7% |
| 30D | +9.5% | -3.1% | +12.5% | +9.8% |
| 3M | +25.1% | +28.1% | -3.0% | +18.9% |
| 6M | -2.9% | +67.4% | -70.3% | -9.8% |
| YTD | +14.7% | +59.8% | -45.0% | +7.4% |
| 1Y | +47.4% | +45.6% | +1.8% | +48.8% |
| All | +47.4% | +46.4% | +1.0% | +48.8% |
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