+214.2%
GDX vs GAP
+114.7%
+99.4%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.5% | -2.7% | -2.2% |
| 7D | -0.4% | -4.5% | +4.1% | 0.0% |
| 30D | +18.6% | +9.0% | +9.6% | +17.5% |
| 3M | +14.9% | +5.0% | +9.9% | +14.1% |
| 6M | -6.3% | -17.8% | +11.6% | -5.2% |
| YTD | +15.7% | -10.4% | +26.1% | +16.0% |
| 1Y | +54.8% | -3.4% | +58.2% | +54.0% |
| 3Y | +253.4% | +111.5% | +142.0% | +216.6% |
| 5Y | +219.7% | +8.8% | +210.8% | +196.4% |
| 10Y | +300.2% | +32.9% | +267.3% | +224.9% |
| All | +214.2% | +114.7% | +99.4% | +72.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling