+0.5%
GDXJ vs SNAP
-41.1%
+41.6%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -2.2% | -2.4% | -4.0% |
| 7D | -4.9% | +2.6% | -7.5% | -5.7% |
| 30D | -10.0% | -19.6% | +9.6% | -4.5% |
| 3M | -16.6% | +0.4% | -17.0% | -17.7% |
| 6M | -23.3% | -5.9% | -17.3% | -23.7% |
| YTD | -12.4% | -35.3% | +22.9% | -1.1% |
| 1Y | +0.5% | -42.6% | +43.0% | +17.4% |
| All | +0.5% | -41.1% | +41.6% | +17.4% |
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