+291.6%
GDX vs LVS
-0.5%
+292.1%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.7% | -1.8% | -3.3% |
| 7D | -5.4% | -4.3% | -1.1% | -5.0% |
| 30D | +6.6% | -6.8% | +13.4% | +7.2% |
| 3M | +30.1% | -15.6% | +45.7% | +31.9% |
| 6M | -7.1% | -20.6% | +13.5% | -5.3% |
| YTD | +12.0% | -33.4% | +45.4% | +15.6% |
| 1Y | +41.2% | -20.1% | +61.3% | +43.6% |
| 3Y | +251.0% | -7.4% | +258.4% | +249.4% |
| 5Y | +226.7% | +8.5% | +218.2% | +219.5% |
| All | +291.6% | -0.5% | +292.1% | +259.7% |
Cumulative growth
Daily Returns
Daily percentage return beside LVS.
Daily Out/Under-Performance
Portfolio return minus LVS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LVS 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded LVS 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling