+6,158.9%
LLY vs GDXJ
+42.3%
+6,116.6%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GDXJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.7% | +2.0% | +0.4% |
| 7D | +1.4% | +0.3% | +1.1% | +1.3% |
| 30D | +21.5% | -7.4% | +29.0% | +21.9% |
| 3M | +18.5% | -11.9% | +30.3% | +19.0% |
| 6M | +49.1% | -19.3% | +68.4% | +50.1% |
| YTD | +34.4% | -8.1% | +42.5% | +34.0% |
| 1Y | +46.3% | +9.1% | +37.2% | +44.6% |
| 3Y | +145.5% | +236.2% | -90.7% | +128.5% |
| 5Y | +472.7% | +136.3% | +336.3% | +437.9% |
| 10Y | +2,049.9% | +256.9% | +1,793.0% | +1,846.3% |
| All | +6,158.9% | +42.3% | +6,116.6% | +5,596.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling