+47.0%
LLY vs GDX
+22.4%
+24.5%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +4.4% | -0.1% | +4.0% |
| 7D | +0.1% | +15.6% | -15.5% | -0.9% |
| 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% | +49.8% |
| YTD | +32.0% | +6.6% | +25.4% | +31.0% |
| All | +47.0% | +22.4% | +24.5% | +43.4% |
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