+215.1%
GDXJ vs GAP
+31.2%
+183.9%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.9% | -1.8% | +0.9% |
| 7D | -2.8% | -4.1% | +1.3% | -2.6% |
| 30D | +5.0% | +6.2% | -1.3% | +4.5% |
| 3M | +24.1% | -0.7% | +24.8% | +23.9% |
| 6M | -7.4% | -7.1% | -0.2% | -7.3% |
| YTD | +10.2% | -14.1% | +24.3% | +10.7% |
| 1Y | +42.5% | -8.5% | +51.0% | +42.5% |
| 3Y | +285.7% | +115.4% | +170.4% | +262.5% |
| 5Y | +231.9% | +9.8% | +222.0% | +214.1% |
| All | +215.1% | +31.2% | +183.9% | +163.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GAP.
Daily Out/Under-Performance
Portfolio return minus GAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GAP 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 GAP 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