+2,331.0%
LITE vs GDX
+292.0%
+2,039.0%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -2.2% | +6.2% | +4.5% |
| 7D | -1.5% | -0.4% | -1.1% | -1.5% |
| 30D | +6.7% | +18.6% | -12.0% | +2.1% |
| 3M | -6.8% | +14.9% | -21.6% | -10.2% |
| 6M | +29.4% | -6.3% | +35.7% | +30.3% |
| YTD | +139.1% | +15.7% | +123.4% | +128.8% |
| 1Y | +521.0% | +54.8% | +466.2% | +462.8% |
| 3Y | +1,535.3% | +253.4% | +1,281.8% | +1,158.7% |
| 5Y | +889.8% | +219.7% | +670.2% | +660.3% |
| All | +2,331.0% | +292.0% | +2,039.0% | +1,746.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GDX.
Daily Out/Under-Performance
Portfolio return minus GDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GDX 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 GDX 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