+562.5%
LITE vs GDX
+151.5%
+411.0%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.2% | -4.2% | -4.4% |
| 7D | +10.8% | -6.8% | +17.6% | +13.4% |
| 30D | -33.4% | -2.1% | -31.3% | -33.2% |
| 3M | -32.2% | -7.5% | -24.7% | -30.9% |
| 6M | -42.1% | -15.2% | -26.9% | -39.7% |
| YTD | +61.9% | -4.8% | +66.7% | +61.8% |
| 1Y | +163.0% | +6.7% | +156.3% | +156.0% |
| 3Y | +1,358.0% | +212.7% | +1,145.3% | +1,018.7% |
| All | +562.5% | +151.5% | +411.0% | +452.3% |
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 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