+2,898.2%
LITE vs GDX
+569.7%
+2,328.5%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.7% | +1.4% | -20.0% | -18.9% |
| 7D | -44.6% | +5.4% | -50.0% | -45.3% |
| 30D | -55.0% | -2.8% | -52.2% | -54.9% |
| 3M | -38.3% | +2.5% | -40.8% | -38.7% |
| 6M | -48.8% | -0.1% | -48.7% | -49.0% |
| YTD | +38.3% | 0.0% | +38.3% | +37.4% |
| 1Y | +119.0% | +22.2% | +96.8% | +112.3% |
| 3Y | +1,092.0% | +201.4% | +890.6% | +926.3% |
| 5Y | +446.1% | +180.6% | +265.4% | +368.3% |
| 10Y | +1,381.7% | +277.2% | +1,104.5% | +1,161.6% |
| All | +2,898.2% | +569.7% | +2,328.5% | +2,956.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling