+372.0%
GDX vs SHOP
+8,680.0%
-8,308.0%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.8% | -3.3% | -1.6% |
| 7D | +0.7% | -2.5% | +3.2% | +0.9% |
| 30D | -3.8% | -16.7% | +13.0% | -2.3% |
| 3M | -5.4% | -2.2% | -3.3% | -5.4% |
| 6M | -12.7% | +45.6% | -58.3% | -15.4% |
| YTD | -0.7% | -7.3% | +6.6% | -1.0% |
| 1Y | +11.9% | -6.1% | +18.0% | +11.3% |
| 3Y | +223.9% | +143.3% | +80.6% | +195.8% |
| 5Y | +163.2% | +0.2% | +163.0% | +142.6% |
| 10Y | +349.2% | +3,663.5% | -3,314.3% | +280.9% |
| All | +372.0% | +8,680.0% | -8,308.0% | +314.0% |
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