+168.4%
GDXJ vs LTH
+174.8%
-6.4%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -4.2% | -0.5% | -4.1% |
| 7D | -4.9% | -4.6% | -0.3% | -4.3% |
| 30D | -10.0% | +14.8% | -24.8% | -11.9% |
| 3M | -16.6% | +3.9% | -20.6% | -17.2% |
| 6M | -23.3% | +35.5% | -58.8% | -27.1% |
| YTD | -12.4% | +71.3% | -83.8% | -19.8% |
| 1Y | +0.5% | +75.7% | -75.2% | -8.4% |
| 3Y | +220.5% | +231.9% | -11.4% | +160.5% |
| 5Y | +124.7% | +130.5% | -5.7% | +74.9% |
| All | +168.4% | +174.8% | -6.4% | +106.0% |
Cumulative growth
Daily Returns
Daily percentage return beside LTH.
Daily Out/Under-Performance
Portfolio return minus LTH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LTH 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 10y: compounded portfolio wealth divided by compounded LTH 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…
10y analysis · Full analysis span regression · 6 months rolling