+326.3%
GDX vs SHOP
+3,581.9%
-3,255.6%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.5% | -0.3% |
| 7D | -6.8% | -1.2% | -5.6% | -6.7% |
| 30D | -2.1% | -14.7% | +12.6% | -0.5% |
| 3M | -7.5% | -7.2% | -0.3% | -6.9% |
| 6M | -15.2% | +54.2% | -69.3% | -18.9% |
| YTD | -4.8% | -8.6% | +3.8% | -5.1% |
| 1Y | +6.7% | +0.5% | +6.2% | +5.5% |
| 3Y | +212.7% | +135.9% | +76.8% | +178.6% |
| 5Y | +151.7% | -11.9% | +163.5% | +132.7% |
| All | +326.3% | +3,581.9% | -3,255.6% | +153.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SHOP.
Daily Out/Under-Performance
Portfolio return minus SHOP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SHOP 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 10y: compounded portfolio wealth divided by compounded SHOP 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…
10y analysis · Full analysis span regression · 6 months rolling