+47.4%
GDX vs SNAP
-25.5%
+72.9%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2025-09-08 to 2026-09-08.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.7% | -0.1% | -0.7% |
| 7D | +4.0% | +1.5% | +2.5% | +3.6% |
| 30D | +9.5% | +1.9% | +7.6% | +8.8% |
| 3M | +25.1% | -3.9% | +29.0% | +25.0% |
| 6M | -2.9% | +5.2% | -8.2% | -7.1% |
| YTD | +14.7% | -32.7% | +47.5% | +19.8% |
| 1Y | +47.4% | -24.8% | +72.2% | +57.9% |
| All | +47.4% | -25.5% | +72.9% | +57.9% |
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 2025-09-08 to 2026-09-08: 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…
2025-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling