+237.9%
GDXJ vs LTH
+150.5%
+87.4%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | 0.0% | +1.0% | +1.0% |
| 7D | -2.8% | -4.0% | +1.2% | -2.2% |
| 30D | +5.0% | -5.3% | +10.2% | +5.8% |
| 3M | +24.1% | +19.0% | +5.1% | +20.4% |
| 6M | -7.4% | +55.8% | -63.1% | -13.8% |
| YTD | +10.2% | +56.1% | -45.9% | +2.4% |
| 1Y | +42.5% | +41.3% | +1.3% | +34.1% |
| 3Y | +285.7% | +156.6% | +129.1% | +224.2% |
| All | +237.9% | +150.5% | +87.4% | +163.3% |
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