+326.3%
GDX vs SHW
+339.2%
-13.0%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.2% | 0.0% | -0.2% |
| 7D | -6.8% | +1.9% | -8.7% | -7.2% |
| 30D | -2.1% | +8.1% | -10.2% | -3.8% |
| 3M | -7.5% | -2.8% | -4.7% | -7.0% |
| 6M | -15.2% | +15.0% | -30.2% | -17.7% |
| YTD | -4.8% | +9.0% | -13.8% | -6.6% |
| 1Y | +6.7% | +4.5% | +2.2% | +5.5% |
| 3Y | +212.7% | +41.9% | +170.9% | +190.6% |
| 5Y | +151.7% | +10.7% | +140.9% | +138.9% |
| All | +326.3% | +339.2% | -13.0% | +249.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling