+443.8%
LLY vs GDX
+183.7%
+260.1%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.2% | -2.9% | -0.9% |
| 7D | -4.5% | +13.6% | -18.1% | -5.4% |
| 30D | +13.9% | +2.5% | +11.4% | +13.5% |
| 3M | +13.8% | +4.4% | +9.4% | +13.1% |
| 6M | +37.6% | -5.2% | +42.8% | +37.6% |
| YTD | +26.6% | +2.1% | +24.5% | +25.3% |
| 1Y | +45.3% | +24.7% | +20.6% | +41.4% |
| 3Y | +132.2% | +211.3% | -79.1% | +109.8% |
| All | +443.8% | +183.7% | +260.1% | +397.2% |
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