+262.8%
GDX vs SHW
+26.7%
+236.1%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.4% | -2.6% | -2.3% |
| 7D | -0.4% | -3.2% | +2.8% | +0.8% |
| 30D | +18.6% | -9.5% | +28.1% | +22.7% |
| 3M | +14.9% | +11.5% | +3.4% | +10.7% |
| 6M | -6.3% | -3.5% | -2.7% | -5.7% |
| YTD | +15.7% | +3.7% | +12.0% | +14.3% |
| 1Y | +54.8% | -7.9% | +62.7% | +57.1% |
| All | +262.8% | +26.7% | +236.1% | +221.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling