+30.5%
SNOW vs GDXJ
+126.9%
-96.4%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GDXJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.3% | -2.5% | -1.5% |
| 7D | +8.4% | +0.9% | +7.4% | +8.3% |
| 30D | -1.0% | +8.8% | -9.8% | -3.2% |
| 3M | +38.3% | +29.8% | +8.5% | +28.6% |
| 6M | +81.3% | -5.8% | +87.1% | +80.7% |
| YTD | +51.1% | +13.6% | +37.5% | +41.8% |
| 1Y | +47.0% | +54.5% | -7.5% | +25.4% |
| 3Y | +99.7% | +301.4% | -201.6% | +23.9% |
| 5Y | +3.6% | +236.3% | -232.7% | -34.6% |
| All | +30.5% | +126.9% | -96.4% | -4.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GDXJ.
Daily Out/Under-Performance
Portfolio return minus GDXJ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GDXJ 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 GDXJ 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