+314.9%
GDXJ vs SNAP
-77.2%
+392.1%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -4.0% | +1.5% | -2.2% |
| 7D | +0.2% | +0.7% | -0.6% | +0.1% |
| 30D | +17.9% | +2.6% | +15.2% | +17.6% |
| 3M | +15.3% | -9.9% | +25.2% | +15.9% |
| 6M | -9.4% | +1.9% | -11.3% | -10.0% |
| YTD | +13.4% | -32.2% | +45.6% | +15.6% |
| 1Y | +59.7% | -22.8% | +82.5% | +61.3% |
| 3Y | +283.6% | -47.6% | +331.2% | +287.1% |
| 5Y | +217.6% | -92.7% | +310.3% | +241.5% |
| All | +314.9% | -77.2% | +392.1% | +318.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling