+59.7%
GDXJ vs LVS
-18.2%
+77.8%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.3% | -2.2% | -2.4% |
| 7D | +0.2% | -1.5% | +1.7% | +0.5% |
| 30D | +17.9% | -3.2% | +21.1% | +18.6% |
| 3M | +15.3% | -12.0% | +27.3% | +18.5% |
| 6M | -9.4% | -19.9% | +10.5% | -5.1% |
| YTD | +13.4% | -30.6% | +44.0% | +20.8% |
| 1Y | +59.7% | -17.7% | +77.4% | +72.5% |
| All | +59.7% | -18.2% | +77.8% | +72.5% |
Cumulative growth
Daily Returns
Daily percentage return beside LVS.
Daily Out/Under-Performance
Portfolio return minus LVS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LVS 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 LVS 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