+77.5%
GDXJ vs GAP
+61.1%
+16.4%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.2% | -0.9% | -1.1% |
| 7D | +4.3% | +1.7% | +2.6% | +4.2% |
| 30D | +8.4% | +9.3% | -0.9% | +7.4% |
| 3M | +25.5% | +6.1% | +19.4% | +24.6% |
| 6M | -6.3% | -2.3% | -4.1% | -6.6% |
| YTD | +12.1% | -10.6% | +22.7% | +12.4% |
| 1Y | +51.1% | -4.4% | +55.5% | +50.4% |
| 3Y | +296.1% | +118.3% | +177.8% | +257.3% |
| 5Y | +228.1% | +12.2% | +215.9% | +204.3% |
| 10Y | +211.8% | +33.7% | +178.1% | +154.2% |
| All | +77.5% | +61.1% | +16.4% | +17.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling