+201.1%
GDX vs LUNR
+48.7%
+152.4%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.8% | +3.0% | +1.1% |
| 7D | -2.2% | -3.1% | +0.9% | -2.1% |
| 30D | +6.8% | -15.3% | +22.1% | +7.0% |
| 3M | +24.9% | -53.2% | +78.1% | +26.1% |
| 6M | -4.2% | -22.2% | +18.0% | -4.0% |
| YTD | +13.2% | -11.6% | +24.8% | +13.4% |
| 1Y | +40.2% | +68.4% | -28.2% | +40.0% |
| 3Y | +249.6% | +216.8% | +32.8% | +249.1% |
| All | +201.1% | +48.7% | +152.4% | +204.5% |
Cumulative growth
Daily Returns
Daily percentage return beside LUNR.
Daily Out/Under-Performance
Portfolio return minus LUNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LUNR 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 LUNR 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