+315.3%
GDX vs GAP
+28.3%
+287.1%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -4.6% | +5.6% | +1.2% |
| 7D | +1.9% | -3.2% | +5.1% | +2.0% |
| 30D | +9.9% | -0.7% | +10.6% | +9.9% |
| 3M | +28.2% | -0.5% | +28.7% | +28.1% |
| 6M | -2.9% | -5.0% | +2.1% | -2.9% |
| YTD | +16.0% | -14.7% | +30.6% | +16.3% |
| 1Y | +49.9% | -8.6% | +58.5% | +49.9% |
| 3Y | +263.6% | +108.4% | +155.2% | +253.7% |
| 5Y | +233.6% | +5.8% | +227.8% | +223.2% |
| 10Y | +315.3% | +29.6% | +285.7% | +275.8% |
| All | +315.3% | +28.3% | +287.1% | +275.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GAP.
Daily Out/Under-Performance
Portfolio return minus GAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GAP 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 GAP 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