+2,006.3%
LLY vs GDX
+293.5%
+1,712.8%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +4.4% | -0.1% | +4.1% |
| 7D | +0.1% | +15.6% | -15.5% | -0.6% |
| 30D | +19.7% | +2.4% | +17.3% | +19.5% |
| 3M | +19.3% | +1.7% | +17.5% | +19.0% |
| 6M | +49.3% | -3.3% | +52.6% | +49.2% |
| YTD | +32.0% | +6.6% | +25.4% | +31.0% |
| 1Y | +53.7% | +27.0% | +26.7% | +51.3% |
| 3Y | +143.7% | +243.4% | -99.6% | +130.4% |
| 5Y | +463.9% | +194.2% | +269.7% | +433.3% |
| 10Y | +2,006.3% | +310.1% | +1,696.2% | +1,974.6% |
| All | +2,006.3% | +293.5% | +1,712.8% | +1,974.6% |
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