+254.3%
GDX vs SHEL
+67.9%
+186.4%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.5% | -3.4% | -1.7% |
| 7D | +4.0% | +1.9% | +2.0% | +3.2% |
| 30D | +9.5% | +8.7% | +0.8% | +6.3% |
| 3M | +25.1% | +11.0% | +14.1% | +20.1% |
| 6M | -2.9% | +14.6% | -17.5% | -8.9% |
| YTD | +14.7% | +33.3% | -18.5% | +0.3% |
| 1Y | +47.4% | +37.9% | +9.5% | +26.5% |
| All | +254.3% | +67.9% | +186.4% | +164.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling