+211.3%
GDX vs LTH
+268.4%
-57.1%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.3% | +3.5% | +2.4% |
| 7D | +13.6% | +4.5% | +9.2% | +12.9% |
| 30D | +2.5% | +16.3% | -13.8% | +0.2% |
| 3M | +4.4% | +8.4% | -4.0% | +3.0% |
| 6M | -5.2% | +40.3% | -45.5% | -10.6% |
| YTD | +2.1% | +77.3% | -75.1% | -7.2% |
| 1Y | +24.7% | +88.0% | -63.3% | +12.5% |
| 3Y | +211.3% | +274.3% | -63.0% | +142.9% |
| All | +211.3% | +268.4% | -57.1% | +142.9% |
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