+233.6%
GDX vs LVS
+5.2%
+228.4%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.5% | +2.6% | +1.3% |
| 7D | +1.9% | -2.7% | +4.6% | +2.3% |
| 30D | +9.9% | -4.7% | +14.6% | +10.7% |
| 3M | +28.2% | -15.6% | +43.8% | +31.2% |
| 6M | -2.9% | -18.6% | +15.7% | -0.2% |
| YTD | +16.0% | -32.3% | +48.2% | +22.0% |
| 1Y | +49.9% | -18.0% | +67.9% | +53.4% |
| 3Y | +263.6% | -5.8% | +269.4% | +258.9% |
| 5Y | +233.6% | +5.7% | +227.8% | +215.2% |
| All | +233.6% | +5.2% | +228.4% | +215.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling