+41.2%
GDX vs SHEL
+38.4%
+2.8%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.4% | -3.8% | -3.5% |
| 7D | -5.4% | +3.9% | -9.3% | -5.7% |
| 30D | +6.6% | +7.0% | -0.4% | +5.9% |
| 3M | +30.1% | +12.5% | +17.6% | +28.4% |
| 6M | -7.1% | +14.8% | -21.9% | -10.4% |
| YTD | +12.0% | +34.2% | -22.2% | +2.4% |
| 1Y | +41.2% | +37.0% | +4.2% | +31.2% |
| All | +41.2% | +38.4% | +2.8% | +31.2% |
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