+249.6%
GDX vs LYB
-23.1%
+272.7%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.9% | +2.1% | +1.1% |
| 7D | -2.2% | +0.3% | -2.4% | -2.2% |
| 30D | +6.8% | +2.5% | +4.3% | +6.6% |
| 3M | +24.9% | +1.4% | +23.6% | +24.9% |
| 6M | -4.2% | -3.5% | -0.7% | -5.3% |
| YTD | +13.2% | +52.0% | -38.8% | +4.5% |
| 1Y | +40.2% | +22.1% | +18.1% | +33.1% |
| 3Y | +249.6% | -22.8% | +272.4% | +291.5% |
| All | +249.6% | -23.1% | +272.7% | +291.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling