+129.4%
LITE vs GDX
+22.4%
+106.9%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +4.4% | +6.3% | +8.4% |
| 7D | -12.9% | +15.6% | -28.4% | -19.5% |
| 30D | -46.0% | +2.4% | -48.4% | -46.5% |
| 3M | -33.0% | +1.7% | -34.8% | -34.0% |
| 6M | -34.0% | -3.3% | -30.7% | -33.9% |
| YTD | +61.7% | +6.6% | +55.1% | +24.4% |
| All | +129.4% | +22.4% | +106.9% | +37.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling