+185.4%
GDX vs SNAP
-90.7%
+276.1%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.6% | +4.7% | +2.3% |
| 7D | +13.6% | -7.1% | +20.7% | +14.1% |
| 30D | +2.5% | -14.6% | +17.1% | +3.5% |
| 3M | +4.4% | -5.0% | +9.4% | +4.6% |
| 6M | -5.2% | -18.8% | +13.6% | -4.3% |
| YTD | +2.1% | -38.5% | +40.7% | +4.1% |
| 1Y | +24.7% | -38.1% | +62.8% | +27.0% |
| 3Y | +211.3% | -53.8% | +265.1% | +215.2% |
| All | +185.4% | -90.7% | +276.1% | +209.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling