+228.4%
GDXJ vs GAP
+3.0%
+225.4%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -2.1% | -1.9% | -3.8% |
| 7D | -6.2% | -6.3% | +0.1% | -5.7% |
| 30D | +4.6% | -0.2% | +4.9% | +4.5% |
| 3M | +31.3% | 0.0% | +31.2% | +31.0% |
| 6M | -10.7% | -8.1% | -2.6% | -10.5% |
| YTD | +9.1% | -16.5% | +25.5% | +9.9% |
| 1Y | +44.1% | -10.5% | +54.6% | +44.2% |
| 3Y | +285.4% | +104.0% | +181.4% | +250.7% |
| 5Y | +228.4% | +6.8% | +221.6% | +188.1% |
| All | +228.4% | +3.0% | +225.4% | +188.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling