+315.3%
GDX vs SHW
+275.0%
+40.3%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.7% | +2.7% | +1.4% |
| 7D | +1.9% | -3.2% | +5.1% | +2.6% |
| 30D | +9.9% | -11.4% | +21.3% | +12.7% |
| 3M | +28.2% | +3.5% | +24.7% | +27.3% |
| 6M | -2.9% | -3.4% | +0.5% | -2.2% |
| YTD | +16.0% | -0.3% | +16.3% | +16.1% |
| 1Y | +49.9% | -10.4% | +60.3% | +52.6% |
| 3Y | +263.6% | +21.3% | +242.3% | +248.9% |
| 5Y | +233.6% | +12.9% | +220.7% | +218.4% |
| 10Y | +315.3% | +284.1% | +31.2% | +259.4% |
| All | +315.3% | +275.0% | +40.3% | +259.4% |
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 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