+233.6%
GDX vs SHEL
+192.5%
+41.1%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.3% | +0.8% | +1.0% |
| 7D | +1.9% | +3.0% | -1.1% | +0.8% |
| 30D | +9.9% | +7.2% | +2.7% | +7.3% |
| 3M | +28.2% | +12.9% | +15.3% | +22.3% |
| 6M | -2.9% | +13.7% | -16.6% | -8.2% |
| YTD | +16.0% | +33.7% | -17.7% | +3.0% |
| 1Y | +49.9% | +37.9% | +12.0% | +31.3% |
| 3Y | +263.6% | +70.2% | +193.3% | +192.0% |
| 5Y | +233.6% | +192.3% | +41.2% | +139.5% |
| All | +233.6% | +192.5% | +41.1% | +139.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling