+44.1%
GDXJ vs SNAP
-23.8%
+67.9%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +4.0% | -7.9% | -5.1% |
| 7D | -6.2% | -3.2% | -3.1% | -5.4% |
| 30D | +4.6% | +0.2% | +4.5% | +4.2% |
| 3M | +31.3% | +2.6% | +28.7% | +28.3% |
| 6M | -10.7% | +12.4% | -23.1% | -17.0% |
| YTD | +9.1% | -31.6% | +40.7% | +14.3% |
| 1Y | +44.1% | -21.7% | +65.8% | +52.0% |
| All | +44.1% | -23.8% | +67.9% | +52.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling