+125.3%
LITE vs GDX
+15.8%
+109.5%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -5.4% | +3.7% | +1.0% |
| 7D | -13.9% | +11.5% | -25.4% | -19.1% |
| 30D | -46.9% | -3.1% | -43.8% | -46.0% |
| 3M | -28.0% | -4.4% | -23.6% | -26.8% |
| 6M | -35.2% | -8.6% | -26.6% | -33.2% |
| YTD | +58.9% | +0.8% | +58.0% | +25.7% |
| 1Y | +125.3% | +14.7% | +110.7% | +38.8% |
| All | +125.3% | +15.8% | +109.5% | +38.8% |
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