+24.8%
GDX vs SNAP
-22.3%
+47.1%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +5.9% | +3.1% | +7.4% |
| 7D | +0.8% | -0.7% | +1.4% | +0.9% |
| 30D | -3.2% | +5.5% | -8.8% | -4.7% |
| 3M | +8.6% | +2.2% | +6.3% | +7.1% |
| 6M | -1.2% | -4.1% | +2.8% | -1.2% |
| YTD | -1.4% | -26.6% | +25.3% | +5.0% |
| 1Y | +24.8% | -20.7% | +45.5% | +29.4% |
| All | +24.8% | -22.3% | +47.1% | +29.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SNAP.
Daily Out/Under-Performance
Portfolio return minus SNAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNAP 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 1y: compounded portfolio wealth divided by compounded SNAP 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…
1y analysis · Full analysis span regression · 6 months rolling