+95.6%
LLY vs GDXJ
+294.3%
-198.7%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GDXJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.2% | -1.1% | -2.1% |
| 7D | -3.1% | +4.3% | -7.4% | -3.4% |
| 30D | -5.1% | +8.4% | -13.5% | -5.7% |
| 3M | -2.1% | +25.5% | -27.6% | -4.0% |
| 6M | +13.8% | -6.3% | +20.2% | +13.7% |
| YTD | +5.1% | +12.1% | -7.0% | +3.4% |
| 1Y | +53.1% | +51.1% | +2.1% | +47.2% |
| 3Y | +95.6% | +296.1% | -200.4% | +78.6% |
| All | +95.6% | +294.3% | -198.7% | +78.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling