+220.4%
GDXJ vs LVS
+8.6%
+211.8%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.5% | +0.5% | +1.0% |
| 7D | -2.8% | -3.5% | +0.7% | -2.2% |
| 30D | +5.0% | -6.2% | +11.2% | +6.2% |
| 3M | +24.1% | -14.8% | +38.9% | +27.7% |
| 6M | -7.4% | -20.9% | +13.5% | -3.4% |
| YTD | +10.2% | -33.0% | +43.3% | +18.2% |
| 1Y | +42.5% | -20.0% | +62.6% | +47.6% |
| 3Y | +285.7% | -6.9% | +292.6% | +279.7% |
| All | +220.4% | +8.6% | +211.8% | +196.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling