+472.7%
LLY vs GDXJ
+138.8%
+333.8%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GDXJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.7% | +2.0% | +0.5% |
| 7D | +1.4% | +0.3% | +1.1% | +1.3% |
| 30D | +21.5% | -7.4% | +29.0% | +22.0% |
| 3M | +18.5% | -11.9% | +30.3% | +19.2% |
| 6M | +49.1% | -19.3% | +68.4% | +50.6% |
| YTD | +34.4% | -8.1% | +42.5% | +33.9% |
| 1Y | +46.3% | +9.1% | +37.2% | +43.9% |
| 3Y | +145.5% | +236.2% | -90.7% | +122.7% |
| 5Y | +472.7% | +136.3% | +336.3% | +422.7% |
| All | +472.7% | +138.8% | +333.8% | +422.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling