+24.8%
GDX vs LYB
+47.4%
-22.6%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | -4.7% | +13.7% | +8.5% |
| 7D | +0.8% | -6.2% | +7.0% | +0.2% |
| 30D | -3.2% | +6.3% | -9.6% | -2.8% |
| 3M | +8.6% | +4.1% | +4.5% | +9.0% |
| 6M | -1.2% | -15.5% | +14.2% | -2.0% |
| YTD | -1.4% | +50.2% | -51.6% | -11.6% |
| 1Y | +24.8% | +50.6% | -25.8% | +11.7% |
| All | +24.8% | +47.4% | -22.6% | +11.7% |
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