+490.8%
LITE vs GDX
+183.7%
+307.1%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +2.2% | +3.5% | +5.0% |
| 7D | -35.9% | +13.6% | -49.6% | -39.0% |
| 30D | -51.5% | +2.5% | -54.0% | -52.0% |
| 3M | -35.7% | +4.4% | -40.1% | -36.9% |
| 6M | -43.0% | -5.2% | -37.7% | -42.6% |
| YTD | +46.1% | +2.1% | +44.0% | +42.8% |
| 1Y | +124.7% | +24.7% | +100.0% | +109.9% |
| 3Y | +1,172.1% | +211.3% | +960.8% | +864.6% |
| All | +490.8% | +183.7% | +307.1% | +365.0% |
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