+212.7%
GDX vs LTH
+241.8%
-29.1%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.2% | -2.4% | -0.6% |
| 7D | -6.8% | -1.3% | -5.5% | -6.6% |
| 30D | -2.1% | +15.7% | -17.8% | -4.3% |
| 3M | -7.5% | +5.0% | -12.5% | -8.3% |
| 6M | -15.2% | +37.7% | -52.8% | -20.0% |
| YTD | -4.8% | +75.0% | -79.8% | -13.8% |
| 1Y | +6.7% | +82.6% | -75.9% | -3.8% |
| 3Y | +212.7% | +241.3% | -28.6% | +137.0% |
| All | +212.7% | +241.8% | -29.1% | +137.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling