+1,610.3%
LLY vs GDX
+282.7%
+1,327.5%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.2% | +1.3% | -0.8% |
| 7D | -2.1% | -0.4% | -1.8% | -2.1% |
| 30D | -1.6% | +18.6% | -20.2% | -2.5% |
| 3M | +2.3% | +14.9% | -12.6% | +1.4% |
| 6M | +14.9% | -6.3% | +21.1% | +14.8% |
| YTD | +7.5% | +15.7% | -8.3% | +6.2% |
| 1Y | +55.7% | +54.8% | +0.8% | +51.8% |
| 3Y | +110.6% | +253.4% | -142.8% | +98.2% |
| 5Y | +363.4% | +219.7% | +143.8% | +335.8% |
| All | +1,610.3% | +282.7% | +1,327.5% | +1,553.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling