+397.7%
GDX vs SNAP
-77.2%
+474.9%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -4.0% | +1.8% | -2.0% |
| 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% | -6.7% |
| 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% | +255.3% |
| 5Y | +219.7% | -92.7% | +312.4% | +234.9% |
| All | +397.7% | -77.2% | +474.9% | +405.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling