+54.8%
GDX vs LYB
+25.6%
+29.2%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.9% | -0.3% | -2.3% |
| 7D | -0.4% | -0.2% | -0.2% | -0.4% |
| 30D | +18.6% | +8.7% | +9.9% | +19.4% |
| 3M | +14.9% | -3.0% | +17.9% | +14.9% |
| 6M | -6.3% | +4.7% | -11.0% | -9.0% |
| YTD | +15.7% | +51.6% | -35.9% | +7.9% |
| 1Y | +54.8% | +24.4% | +30.5% | +39.7% |
| All | +54.8% | +25.6% | +29.2% | +39.7% |
Cumulative growth
Daily Returns
Daily percentage return beside LYB.
Daily Out/Under-Performance
Portfolio return minus LYB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LYB 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 1y: compounded portfolio wealth divided by compounded LYB 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…
1y analysis · Full analysis span regression · 6 months rolling