+1,580.3%
LLY vs GDXJ
+222.0%
+1,358.3%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GDXJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.3% | -1.3% | -0.1% |
| 7D | -3.1% | +0.9% | -4.0% | -3.1% |
| 30D | -8.6% | +8.8% | -17.4% | -9.1% |
| 3M | -1.6% | +29.8% | -31.5% | -3.3% |
| 6M | +11.8% | -5.8% | +17.7% | +11.7% |
| YTD | +5.1% | +13.6% | -8.5% | +3.7% |
| 1Y | +50.7% | +54.5% | -3.8% | +46.1% |
| 3Y | +95.7% | +301.4% | -205.7% | +79.5% |
| 5Y | +390.2% | +236.3% | +153.8% | +350.1% |
| 10Y | +1,580.3% | +240.1% | +1,340.2% | +1,443.4% |
| All | +1,580.3% | +222.0% | +1,358.3% | +1,443.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GDXJ.
Daily Out/Under-Performance
Portfolio return minus GDXJ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GDXJ 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 GDXJ 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