+226.7%
GDX vs SHAK
-27.4%
+254.1%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -2.1% | -1.4% | -3.2% |
| 7D | -5.4% | -11.0% | +5.6% | -3.8% |
| 30D | +6.6% | -14.0% | +20.6% | +8.9% |
| 3M | +30.1% | +13.3% | +16.9% | +27.8% |
| 6M | -7.1% | -35.3% | +28.2% | -2.5% |
| YTD | +12.0% | -24.0% | +35.9% | +14.9% |
| 1Y | +41.2% | -36.7% | +77.9% | +48.1% |
| 3Y | +251.0% | -5.4% | +256.4% | +232.4% |
| 5Y | +226.7% | -24.9% | +251.6% | +193.3% |
| All | +226.7% | -27.4% | +254.1% | +193.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling