+296.0%
GDX vs LUMN
-55.8%
+351.8%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.9% | -0.8% | +1.0% |
| 7D | -2.2% | +2.5% | -4.7% | -2.3% |
| 30D | +6.8% | +10.3% | -3.6% | +6.2% |
| 3M | +24.9% | -18.3% | +43.2% | +26.0% |
| 6M | -4.2% | +4.4% | -8.6% | -4.6% |
| YTD | +13.2% | -10.7% | +23.9% | +13.1% |
| 1Y | +40.2% | +14.0% | +26.2% | +37.9% |
| 3Y | +249.6% | +406.6% | -157.0% | +195.4% |
| 5Y | +230.4% | -36.8% | +267.2% | +225.2% |
| All | +296.0% | -55.8% | +351.8% | +264.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling