+391.0%
GDX vs SHAK
+43.4%
+347.6%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.9% | +2.0% | -0.6% |
| 7D | +4.0% | -0.3% | +4.3% | +4.0% |
| 30D | +9.5% | -5.2% | +14.7% | +10.1% |
| 3M | +25.1% | +27.3% | -2.2% | +22.2% |
| 6M | -2.9% | -27.9% | +24.9% | -0.7% |
| YTD | +14.7% | -17.0% | +31.7% | +15.9% |
| 1Y | +47.4% | -30.9% | +78.4% | +51.0% |
| 3Y | +259.7% | +3.4% | +256.3% | +248.5% |
| 5Y | +227.7% | -20.5% | +248.1% | +216.3% |
| 10Y | +289.0% | +88.3% | +200.7% | +248.7% |
| All | +391.0% | +43.4% | +347.6% | +348.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling