+305.7%
GDX vs LVS
+1.2%
+304.5%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.5% | +2.6% | +1.2% |
| 7D | +1.9% | -2.7% | +4.6% | +2.1% |
| 30D | +9.9% | -4.7% | +14.6% | +10.4% |
| 3M | +28.2% | -15.6% | +43.8% | +30.0% |
| 6M | -2.9% | -18.6% | +15.7% | -1.3% |
| YTD | +16.0% | -32.3% | +48.2% | +19.6% |
| 1Y | +49.9% | -18.0% | +67.9% | +52.1% |
| 3Y | +263.6% | -5.8% | +269.4% | +261.4% |
| 5Y | +233.6% | +5.7% | +227.8% | +225.9% |
| All | +305.7% | +1.2% | +304.5% | +272.0% |
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