+57.3%
LLY vs GDX
+22.9%
+34.5%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +9.0% | -8.4% | -0.1% |
| 7D | +10.1% | +0.8% | +9.3% | +10.0% |
| 30D | +24.0% | -3.2% | +27.3% | +24.3% |
| 3M | +27.3% | +8.6% | +18.7% | +25.9% |
| 6M | +47.0% | -1.2% | +48.2% | +46.0% |
| YTD | +32.6% | -1.4% | +34.0% | +30.8% |
| 1Y | +57.3% | +24.8% | +32.6% | +46.8% |
| All | +57.3% | +22.9% | +34.5% | +46.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling