+159.0%
GDX vs GAP
+105.0%
+54.1%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.3% | -2.7% | -3.8% |
| 7D | -4.6% | -5.2% | +0.6% | -4.1% |
| 30D | -6.2% | -6.9% | +0.7% | -5.6% |
| 3M | -10.0% | +5.7% | -15.7% | -10.7% |
| 6M | -15.8% | +0.9% | -16.7% | -16.2% |
| YTD | -4.6% | -14.5% | +9.9% | -4.0% |
| 1Y | +4.0% | -12.1% | +16.1% | +4.3% |
| 3Y | +211.1% | +72.2% | +138.9% | +184.4% |
| 5Y | +152.3% | +4.5% | +147.7% | +135.0% |
| 10Y | +331.4% | +3.3% | +328.1% | +269.5% |
| All | +159.0% | +105.0% | +54.1% | +43.0% |
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