+319.2%
GDX vs SHW
+352.3%
-33.1%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.7% | -4.7% | -5.3% |
| 7D | +11.5% | +4.2% | +7.2% | +10.5% |
| 30D | -3.1% | +11.3% | -14.4% | -5.4% |
| 3M | -4.4% | -1.8% | -2.6% | -4.2% |
| 6M | -8.6% | +12.7% | -21.3% | -11.0% |
| YTD | +0.8% | +10.4% | -9.6% | -1.4% |
| 1Y | +14.7% | +4.7% | +9.9% | +13.2% |
| 3Y | +228.8% | +42.7% | +186.1% | +204.7% |
| 5Y | +173.4% | +14.5% | +158.8% | +157.9% |
| 10Y | +319.2% | +340.7% | -21.5% | +224.5% |
| All | +319.2% | +352.3% | -33.1% | +224.5% |
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