+258.1%
GDX vs SHAK
-3.6%
+261.8%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -6.5% | +7.6% | +2.0% |
| 7D | +1.9% | -7.2% | +9.1% | +2.9% |
| 30D | +9.9% | -11.8% | +21.7% | +11.9% |
| 3M | +28.2% | +17.2% | +11.0% | +25.6% |
| 6M | -2.9% | -34.1% | +31.2% | +1.4% |
| YTD | +16.0% | -22.4% | +38.3% | +18.8% |
| 1Y | +49.9% | -35.9% | +85.8% | +56.4% |
| All | +258.1% | -3.6% | +261.8% | +216.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling