+185.4%
GDX vs LTH
+142.9%
+42.5%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.3% | +3.5% | +2.3% |
| 7D | +13.6% | +4.5% | +9.2% | +13.1% |
| 30D | +2.5% | +16.3% | -13.8% | +0.6% |
| 3M | +4.4% | +8.4% | -4.0% | +3.3% |
| 6M | -5.2% | +40.3% | -45.5% | -9.4% |
| YTD | +2.1% | +77.3% | -75.1% | -5.2% |
| 1Y | +24.7% | +88.0% | -63.3% | +15.0% |
| 3Y | +211.3% | +274.3% | -63.0% | +161.9% |
| All | +185.4% | +142.9% | +42.5% | +128.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling