+146.1%
LITE vs GDX
+7.4%
+138.7%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -4.0% | +0.3% | -1.6% |
| 7D | +22.6% | -4.6% | +27.1% | +25.6% |
| 30D | -36.8% | -6.2% | -30.6% | -34.7% |
| 3M | -33.0% | -10.0% | -23.0% | -29.8% |
| 6M | -37.1% | -15.8% | -21.3% | -32.4% |
| YTD | +69.5% | -4.6% | +74.1% | +36.2% |
| 1Y | +146.1% | +4.0% | +142.1% | +66.2% |
| All | +146.1% | +7.4% | +138.7% | +66.2% |
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 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