+385.2%
GDX vs SHOP
+8,659.4%
-8,274.2%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +3.6% | -1.4% | +1.9% |
| 7D | +13.6% | -5.4% | +19.1% | +14.1% |
| 30D | +2.5% | -10.3% | +12.8% | +3.4% |
| 3M | +4.4% | +1.0% | +3.4% | +4.2% |
| 6M | -5.2% | +41.2% | -46.5% | -8.1% |
| YTD | +2.1% | -7.5% | +9.6% | +1.8% |
| 1Y | +24.7% | -4.6% | +29.3% | +23.9% |
| 3Y | +211.3% | +146.4% | +64.9% | +184.0% |
| 5Y | +186.7% | -2.5% | +189.2% | +164.6% |
| 10Y | +285.3% | +3,703.6% | -3,418.3% | +226.8% |
| All | +385.2% | +8,659.4% | -8,274.2% | +325.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling