+297.5%
GDXJ vs SNAP
-44.0%
+341.5%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.2% | +3.6% | +1.6% |
| 7D | +0.9% | -5.0% | +5.9% | +1.6% |
| 30D | +8.8% | -0.7% | +9.6% | +8.8% |
| 3M | +29.8% | -5.0% | +34.9% | +30.0% |
| 6M | -5.8% | +3.5% | -9.3% | -7.3% |
| YTD | +13.6% | -34.2% | +47.8% | +16.4% |
| 1Y | +54.5% | -27.1% | +81.5% | +56.9% |
| All | +297.5% | -44.0% | +341.5% | +292.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling