+205.2%
GDX vs LUNR
+62.5%
+142.7%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +5.9% | -6.7% | -0.9% |
| 7D | +4.0% | +6.5% | -2.6% | +3.8% |
| 30D | +9.5% | -4.4% | +13.9% | +9.5% |
| 3M | +25.1% | -47.3% | +72.4% | +26.0% |
| 6M | -2.9% | -11.1% | +8.1% | -2.9% |
| YTD | +14.7% | -3.4% | +18.1% | +14.7% |
| 1Y | +47.4% | +85.8% | -38.4% | +47.0% |
| 3Y | +259.7% | +264.7% | -5.0% | +258.8% |
| All | +205.2% | +62.5% | +142.7% | +208.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling