+136.3%
GDXJ vs SNAP
-90.0%
+226.4%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +6.8% | -8.5% | -2.3% |
| 7D | +0.3% | -9.8% | +10.1% | +1.1% |
| 30D | -7.4% | -18.2% | +10.8% | -5.8% |
| 3M | -11.9% | -3.1% | -8.8% | -11.8% |
| 6M | -19.3% | -7.1% | -12.2% | -19.2% |
| YTD | -8.1% | -33.8% | +25.7% | -6.3% |
| 1Y | +9.1% | -39.0% | +48.1% | +11.8% |
| 3Y | +236.2% | -52.8% | +289.0% | +241.1% |
| 5Y | +136.3% | -90.0% | +226.3% | +163.4% |
| All | +136.3% | -90.0% | +226.4% | +163.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling