+227.7%
GDX vs GAP
+9.4%
+218.3%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.2% | -0.6% | -0.8% |
| 7D | +4.0% | +1.7% | +2.2% | +3.8% |
| 30D | +9.5% | +9.3% | +0.1% | +8.8% |
| 3M | +25.1% | +6.1% | +19.0% | +24.5% |
| 6M | -2.9% | -2.3% | -0.6% | -3.1% |
| YTD | +14.7% | -10.6% | +25.3% | +14.9% |
| 1Y | +47.4% | -4.4% | +51.9% | +47.0% |
| 3Y | +259.7% | +118.3% | +141.4% | +235.9% |
| 5Y | +227.7% | +12.2% | +215.5% | +194.2% |
| All | +227.7% | +9.4% | +218.3% | +194.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling