+40.2%
GDX vs LUNR
+73.3%
-33.1%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.8% | +3.0% | +1.4% |
| 7D | -2.2% | -3.1% | +0.9% | -1.8% |
| 30D | +6.8% | -15.3% | +22.1% | +8.9% |
| 3M | +24.9% | -53.2% | +78.1% | +36.5% |
| 6M | -4.2% | -22.2% | +18.0% | -4.2% |
| YTD | +13.2% | -11.6% | +24.8% | +11.5% |
| 1Y | +40.2% | +68.4% | -28.2% | +14.2% |
| All | +40.2% | +73.3% | -33.1% | +14.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling