+243.4%
GDX vs SNPS
-7.7%
+251.1%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SNPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +3.7% | +0.7% | +3.9% |
| 7D | +15.6% | +0.2% | +15.4% | +15.5% |
| 30D | +2.4% | -8.4% | +10.9% | +3.5% |
| 3M | +1.7% | +12.3% | -10.5% | +0.1% |
| 6M | -3.3% | -9.6% | +6.3% | -2.5% |
| YTD | +6.6% | -0.6% | +7.2% | +6.0% |
| 1Y | +27.0% | +18.7% | +8.3% | +24.3% |
| 3Y | +243.4% | -7.6% | +250.9% | +221.7% |
| All | +243.4% | -7.7% | +251.1% | +221.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SNPS.
Daily Out/Under-Performance
Portfolio return minus SNPS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNPS 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 3y: compounded portfolio wealth divided by compounded SNPS 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…
3y analysis · Full analysis span regression · 6 months rolling