+901.5%
LITE vs GDXJ
+222.2%
+679.3%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GDXJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -2.5% | +6.5% | +4.8% |
| 7D | -1.5% | +0.2% | -1.7% | -1.7% |
| 30D | +6.7% | +17.9% | -11.2% | +1.2% |
| 3M | -6.8% | +15.3% | -22.1% | -11.3% |
| 6M | +29.4% | -9.4% | +38.9% | +31.1% |
| YTD | +139.1% | +13.4% | +125.7% | +125.2% |
| 1Y | +521.0% | +59.7% | +461.3% | +437.4% |
| 3Y | +1,535.3% | +283.6% | +1,251.7% | +1,030.2% |
| All | +901.5% | +222.2% | +679.3% | +594.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling