+326.3%
GDX vs LVS
-10.5%
+336.8%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.7% | -2.9% | -0.5% |
| 7D | -6.8% | -0.8% | -6.0% | -6.7% |
| 30D | -2.1% | +10.0% | -12.1% | -2.9% |
| 3M | -7.5% | -11.0% | +3.5% | -6.6% |
| 6M | -15.2% | -20.1% | +5.0% | -13.6% |
| YTD | -4.8% | -36.3% | +31.5% | -1.4% |
| 1Y | +6.7% | -36.8% | +43.6% | +10.6% |
| 3Y | +212.7% | -9.5% | +222.3% | +212.1% |
| 5Y | +151.7% | +9.3% | +142.3% | +147.0% |
| All | +326.3% | -10.5% | +336.8% | +310.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling