+141.4%
GDX vs SNOW
+34.6%
+106.9%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.5% | -2.9% | -3.4% |
| 7D | -5.4% | -7.5% | +2.1% | -4.8% |
| 30D | +6.6% | -1.3% | +7.9% | +6.6% |
| 3M | +30.1% | +37.4% | -7.3% | +26.6% |
| 6M | -7.1% | +88.1% | -95.2% | -12.5% |
| YTD | +12.0% | +50.3% | -38.3% | +7.3% |
| 1Y | +41.2% | +46.0% | -4.8% | +35.5% |
| 3Y | +251.0% | +98.7% | +152.3% | +220.9% |
| 5Y | +226.7% | +3.5% | +223.2% | +199.8% |
| All | +141.4% | +34.6% | +106.9% | +109.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SNOW.
Daily Out/Under-Performance
Portfolio return minus SNOW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNOW 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 10y: compounded portfolio wealth divided by compounded SNOW 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…
10y analysis · Full analysis span regression · 6 months rolling