+243.9%
LRCX vs GDX
+211.6%
+32.4%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.2% | -3.1% | -3.3% |
| 7D | +12.7% | -6.8% | +19.5% | +15.6% |
| 30D | -21.3% | -2.1% | -19.1% | -20.9% |
| 3M | -32.9% | -7.5% | -25.4% | -31.5% |
| 6M | -23.4% | -15.2% | -8.2% | -20.1% |
| YTD | +32.4% | -4.8% | +37.2% | +32.3% |
| 1Y | +48.0% | +6.7% | +41.3% | +42.9% |
| 3Y | +243.9% | +212.7% | +31.2% | +151.9% |
| All | +243.9% | +211.6% | +32.4% | +151.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling