+54.8%
GDX vs LUMN
+42.5%
+12.3%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.0% | -0.2% | -2.0% |
| 7D | -0.4% | +12.1% | -12.5% | -1.7% |
| 30D | +18.6% | +11.3% | +7.3% | +17.1% |
| 3M | +14.9% | -31.6% | +46.5% | +19.4% |
| 6M | -6.3% | -2.7% | -3.5% | -5.8% |
| YTD | +15.7% | -12.9% | +28.6% | +15.7% |
| 1Y | +54.8% | +36.2% | +18.6% | +46.1% |
| All | +54.8% | +42.5% | +12.3% | +46.1% |
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