+483.3%
LLY vs GDX
+151.5%
+331.8%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.2% | +1.5% | +1.3% |
| 7D | +6.7% | -6.8% | +13.5% | +7.3% |
| 30D | +19.6% | -2.1% | +21.7% | +19.6% |
| 3M | +19.7% | -7.5% | +27.2% | +20.1% |
| 6M | +42.7% | -15.2% | +57.9% | +44.0% |
| YTD | +35.1% | -4.8% | +39.9% | +34.4% |
| 1Y | +42.2% | +6.7% | +35.5% | +40.0% |
| 3Y | +140.8% | +212.7% | -71.9% | +117.3% |
| All | +483.3% | +151.5% | +331.8% | +436.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling