+1,533.3%
LITE vs GDX
+293.5%
+1,239.8%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +4.4% | +6.3% | +9.6% |
| 7D | -12.9% | +15.6% | -28.4% | -16.3% |
| 30D | -46.0% | +2.4% | -48.4% | -46.4% |
| 3M | -33.0% | +1.7% | -34.8% | -33.6% |
| 6M | -34.0% | -3.3% | -30.7% | -33.9% |
| YTD | +61.7% | +6.6% | +55.1% | +57.5% |
| 1Y | +148.3% | +27.0% | +121.3% | +134.2% |
| 3Y | +1,408.5% | +243.4% | +1,165.1% | +1,064.6% |
| 5Y | +546.2% | +194.2% | +352.0% | +402.4% |
| 10Y | +1,533.3% | +310.1% | +1,223.2% | +1,120.1% |
| All | +1,533.3% | +293.5% | +1,239.8% | +1,120.1% |
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