+1,563.7%
LITE vs GDX
+256.8%
+1,306.9%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -2.2% | +6.2% | +4.9% |
| 7D | -1.5% | -0.4% | -1.1% | -1.5% |
| 30D | +6.7% | +18.6% | -12.0% | -1.0% |
| 3M | -6.8% | +14.9% | -21.6% | -12.7% |
| 6M | +29.4% | -6.3% | +35.7% | +30.5% |
| YTD | +139.1% | +15.7% | +123.4% | +119.2% |
| 1Y | +521.0% | +54.8% | +466.2% | +418.1% |
| All | +1,563.7% | +256.8% | +1,306.9% | +897.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling