+1,402.3%
LITE vs GDX
+298.8%
+1,103.5%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +2.2% | +3.5% | +5.1% |
| 7D | -35.9% | +13.6% | -49.6% | -38.3% |
| 30D | -51.5% | +2.5% | -54.0% | -51.9% |
| 3M | -35.7% | +4.4% | -40.1% | -36.7% |
| 6M | -43.0% | -5.2% | -37.7% | -42.6% |
| YTD | +46.1% | +2.1% | +44.0% | +43.7% |
| 1Y | +124.7% | +24.7% | +100.0% | +113.1% |
| 3Y | +1,172.1% | +211.3% | +960.8% | +901.4% |
| 5Y | +477.0% | +186.7% | +290.3% | +352.0% |
| All | +1,402.3% | +298.8% | +1,103.5% | +1,030.5% |
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