+326.3%
GDX vs SHEL
+223.0%
+103.2%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.3% | -1.6% | -0.6% |
| 7D | -6.8% | +0.8% | -7.6% | -7.0% |
| 30D | -2.1% | -3.6% | +1.5% | -1.4% |
| 3M | -7.5% | +12.0% | -19.6% | -10.8% |
| 6M | -15.2% | +19.7% | -34.9% | -20.0% |
| YTD | -4.8% | +39.6% | -44.5% | -14.4% |
| 1Y | +6.7% | +36.4% | -29.7% | -3.4% |
| 3Y | +212.7% | +70.2% | +142.5% | +164.6% |
| 5Y | +151.7% | +169.2% | -17.6% | +87.3% |
| All | +326.3% | +223.0% | +103.2% | +153.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling