+173.8%
GDX vs GAP
+111.9%
+61.9%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.2% | -4.3% | -5.3% |
| 7D | +11.5% | -0.1% | +11.5% | +11.5% |
| 30D | -3.1% | -5.4% | +2.3% | -2.7% |
| 3M | -4.4% | +2.9% | -7.3% | -4.9% |
| 6M | -8.6% | -4.4% | -4.1% | -8.7% |
| YTD | +0.8% | -11.6% | +12.4% | +1.1% |
| 1Y | +14.7% | -6.0% | +20.7% | +14.3% |
| 3Y | +228.8% | +78.0% | +150.8% | +199.7% |
| 5Y | +173.4% | +8.5% | +164.9% | +153.7% |
| 10Y | +319.2% | +8.6% | +310.6% | +256.6% |
| All | +173.8% | +111.9% | +61.9% | +50.6% |
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