+22.2%
GDX vs LUMN
-62.6%
+84.8%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -11.0% | +12.3% | +2.7% |
| 7D | +5.4% | -16.9% | +22.3% | +7.7% |
| 30D | -2.8% | -32.7% | +29.9% | +1.9% |
| 3M | +2.5% | -34.5% | +37.0% | +7.7% |
| 6M | -0.1% | -56.9% | +56.8% | +10.6% |
| YTD | 0.0% | -48.8% | +48.8% | +6.1% |
| 1Y | +22.2% | -63.4% | +85.6% | +28.6% |
| All | +22.2% | -62.6% | +84.8% | +28.6% |
Cumulative growth
Daily Returns
Daily percentage return beside LUMN.
Daily Out/Under-Performance
Portfolio return minus LUMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LUMN 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 LUMN 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