+546.2%
LITE vs GDX
+196.8%
+349.4%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +4.4% | +6.3% | +9.3% |
| 7D | -12.9% | +15.6% | -28.4% | -17.2% |
| 30D | -46.0% | +2.4% | -48.4% | -46.4% |
| 3M | -33.0% | +1.7% | -34.8% | -33.7% |
| 6M | -34.0% | -3.3% | -30.7% | -34.0% |
| YTD | +61.7% | +6.6% | +55.1% | +56.0% |
| 1Y | +148.3% | +27.0% | +121.3% | +130.2% |
| 3Y | +1,408.5% | +243.4% | +1,165.1% | +1,021.0% |
| 5Y | +546.2% | +194.2% | +352.0% | +405.6% |
| All | +546.2% | +196.8% | +349.4% | +405.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling