+54.8%
GDX vs SNAP
-24.3%
+79.2%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -4.0% | +1.8% | -1.3% |
| 7D | -0.4% | +0.7% | -1.1% | -0.5% |
| 30D | +18.6% | +2.6% | +16.0% | +17.7% |
| 3M | +14.9% | -9.9% | +24.8% | +16.8% |
| 6M | -6.3% | +1.9% | -8.1% | -9.5% |
| YTD | +15.7% | -32.2% | +47.9% | +20.9% |
| 1Y | +54.8% | -22.8% | +77.7% | +65.5% |
| All | +54.8% | -24.3% | +79.2% | +65.5% |
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