+105.8%
GDX vs SNOW
+21.9%
+83.9%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.8% | -3.1% | -3.9% |
| 7D | -4.6% | +10.8% | -15.4% | -5.4% |
| 30D | -6.2% | -16.5% | +10.3% | -4.8% |
| 3M | -10.0% | -10.1% | +0.1% | -9.4% |
| 6M | -15.8% | +96.5% | -112.3% | -20.8% |
| YTD | -4.6% | +36.2% | -40.8% | -7.9% |
| 1Y | +4.0% | +10.7% | -6.7% | +2.1% |
| 3Y | +211.1% | +86.2% | +124.9% | +186.1% |
| 5Y | +152.3% | -22.7% | +175.0% | +137.4% |
| All | +105.8% | +21.9% | +83.9% | +79.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling