+303.3%
GDXJ vs SNAP
-76.3%
+379.6%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.9% | -1.8% | +0.8% |
| 7D | -2.8% | +3.8% | -6.6% | -3.1% |
| 30D | +5.0% | +9.2% | -4.3% | +4.2% |
| 3M | +24.1% | +6.6% | +17.5% | +23.1% |
| 6M | -7.4% | +16.9% | -24.2% | -8.8% |
| YTD | +10.2% | -29.6% | +39.8% | +12.0% |
| 1Y | +42.5% | -22.1% | +64.6% | +43.8% |
| 3Y | +285.7% | -39.8% | +325.5% | +285.8% |
| 5Y | +231.9% | -92.4% | +324.2% | +255.6% |
| All | +303.3% | -76.3% | +379.6% | +305.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SNAP.
Daily Out/Under-Performance
Portfolio return minus SNAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNAP 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 SNAP 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