+24.8%
GDX vs SHW
+7.3%
+17.5%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +6.6% | +2.4% | +5.3% |
| 7D | +0.8% | +13.3% | -12.5% | -5.8% |
| 30D | -3.2% | +14.1% | -17.4% | -10.2% |
| 3M | +8.6% | +0.8% | +7.8% | +8.0% |
| 6M | -1.2% | +17.6% | -18.9% | -10.4% |
| YTD | -1.4% | +13.0% | -14.4% | -9.5% |
| 1Y | +24.8% | +7.0% | +17.8% | +18.4% |
| All | +24.8% | +7.3% | +17.5% | +18.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SHW.
Daily Out/Under-Performance
Portfolio return minus SHW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SHW 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 1y: compounded portfolio wealth divided by compounded SHW 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…
1y analysis · Full analysis span regression · 6 months rolling