+40.2%
GDX vs SHAK
-34.9%
+75.1%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +3.2% | -2.0% | +0.5% |
| 7D | -2.2% | -8.3% | +6.1% | -0.5% |
| 30D | +6.8% | -12.6% | +19.4% | +9.7% |
| 3M | +24.9% | +9.1% | +15.8% | +23.2% |
| 6M | -4.2% | -31.2% | +27.0% | +1.2% |
| YTD | +13.2% | -21.6% | +34.8% | +16.7% |
| 1Y | +40.2% | -38.8% | +79.0% | +54.5% |
| All | +40.2% | -34.9% | +75.1% | +54.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SHAK.
Daily Out/Under-Performance
Portfolio return minus SHAK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SHAK 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 SHAK 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