+291.6%
GDX vs SHEL
+211.3%
+80.3%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.4% | -3.8% | -3.6% |
| 7D | -5.4% | +3.9% | -9.3% | -6.4% |
| 30D | +6.6% | +7.0% | -0.4% | +4.5% |
| 3M | +30.1% | +12.5% | +17.6% | +25.3% |
| 6M | -7.1% | +14.8% | -21.9% | -11.4% |
| YTD | +12.0% | +34.2% | -22.2% | +1.9% |
| 1Y | +41.2% | +37.0% | +4.2% | +27.7% |
| 3Y | +251.0% | +70.9% | +180.1% | +196.6% |
| 5Y | +226.7% | +192.5% | +34.2% | +137.2% |
| All | +291.6% | +211.3% | +80.3% | +122.7% |
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