-15.2%
GDX vs SHEL
+19.6%
-34.7%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.3% | -1.6% | +0.3% |
| 7D | -6.8% | +0.8% | -7.6% | -6.5% |
| 30D | -2.1% | -3.6% | +1.5% | -3.6% |
| 3M | -7.5% | +12.0% | -19.6% | -4.9% |
| 6M | -15.2% | +19.7% | -34.9% | -13.6% |
| All | -15.2% | +19.6% | -34.7% | -13.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling