+194.2%
GDX vs SHW
+16.8%
+177.4%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +4.0% | +0.4% | +3.2% |
| 7D | +15.6% | +1.6% | +14.0% | +15.0% |
| 30D | +2.4% | +12.1% | -9.6% | -1.0% |
| 3M | +1.7% | -3.0% | +4.7% | +2.4% |
| 6M | -3.3% | +13.5% | -16.8% | -6.9% |
| YTD | +6.6% | +11.2% | -4.6% | +3.3% |
| 1Y | +27.0% | +6.2% | +20.8% | +24.3% |
| 3Y | +243.4% | +45.6% | +197.7% | +208.7% |
| 5Y | +194.2% | +15.6% | +178.6% | +170.1% |
| All | +194.2% | +16.8% | +177.4% | +170.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling