+1,402.3%
LITE vs GDXJ
+213.7%
+1,188.6%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GDXJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +2.8% | +2.9% | +5.0% |
| 7D | -35.9% | +13.4% | -49.4% | -38.2% |
| 30D | -51.5% | -1.3% | -50.2% | -51.4% |
| 3M | -35.7% | -1.5% | -34.2% | -35.7% |
| 6M | -43.0% | -12.2% | -30.7% | -41.6% |
| YTD | +46.1% | -5.3% | +51.4% | +45.7% |
| 1Y | +124.7% | +22.0% | +102.7% | +113.5% |
| 3Y | +1,172.1% | +224.9% | +947.1% | +880.2% |
| 5Y | +477.0% | +160.6% | +316.4% | +351.0% |
| All | +1,402.3% | +213.7% | +1,188.6% | +1,016.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GDXJ.
Daily Out/Under-Performance
Portfolio return minus GDXJ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GDXJ 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 10y: compounded portfolio wealth divided by compounded GDXJ 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…
10y analysis · Full analysis span regression · 6 months rolling