+214.2%
GDX vs SHEL
+296.8%
-82.6%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.7% | -2.9% | -2.5% |
| 7D | -0.4% | +2.2% | -2.6% | -1.5% |
| 30D | +18.6% | +6.8% | +11.8% | +14.8% |
| 3M | +14.9% | +8.1% | +6.8% | +10.0% |
| 6M | -6.3% | +14.4% | -20.7% | -13.3% |
| YTD | +15.7% | +30.0% | -14.2% | +0.7% |
| 1Y | +54.8% | +33.3% | +21.5% | +32.8% |
| 3Y | +253.4% | +66.4% | +187.0% | +169.7% |
| 5Y | +219.7% | +178.6% | +41.1% | +83.2% |
| 10Y | +300.2% | +198.4% | +101.8% | +86.0% |
| All | +214.2% | +296.8% | -82.6% | -8.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling