+122.7%
GDX vs LYB
+631.6%
-508.8%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.3% | -3.1% | -3.4% |
| 7D | -5.4% | -0.7% | -4.7% | -5.3% |
| 30D | +6.6% | +1.5% | +5.0% | +6.2% |
| 3M | +30.1% | -0.3% | +30.4% | +29.7% |
| 6M | -7.1% | +0.1% | -7.2% | -8.7% |
| YTD | +12.0% | +53.4% | -41.5% | +0.7% |
| 1Y | +41.2% | +25.6% | +15.6% | +31.6% |
| 3Y | +251.0% | -21.3% | +272.3% | +255.3% |
| 5Y | +226.7% | -2.4% | +229.2% | +214.0% |
| 10Y | +301.0% | +48.8% | +252.2% | +225.6% |
| All | +122.7% | +631.6% | -508.8% | +17.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling