+228.9%
GDX vs SNAP
-92.8%
+321.6%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -4.0% | +1.8% | -1.9% |
| 7D | -0.4% | +0.7% | -1.1% | -0.4% |
| 30D | +18.6% | +2.6% | +16.0% | +18.4% |
| 3M | +14.9% | -9.9% | +24.8% | +15.3% |
| 6M | -6.3% | +1.9% | -8.1% | -6.9% |
| YTD | +15.7% | -32.2% | +47.9% | +17.2% |
| 1Y | +54.8% | -22.8% | +77.7% | +55.8% |
| 3Y | +253.4% | -47.6% | +301.0% | +255.2% |
| All | +228.9% | -92.8% | +321.6% | +236.6% |
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