+24.8%
GDX vs SHEL
+43.6%
-18.8%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | -2.2% | +11.3% | +9.0% |
| 7D | +0.8% | -3.2% | +3.9% | +0.7% |
| 30D | -3.2% | +5.5% | -8.8% | -4.2% |
| 3M | +8.6% | +14.4% | -5.8% | +6.5% |
| 6M | -1.2% | +16.2% | -17.4% | -3.0% |
| YTD | -1.4% | +42.4% | -43.8% | -13.8% |
| 1Y | +24.8% | +43.3% | -18.5% | +8.6% |
| All | +24.8% | +43.6% | -18.8% | +8.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SHEL.
Daily Out/Under-Performance
Portfolio return minus SHEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SHEL 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 SHEL 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