+227.7%
GDX vs SHW
+14.2%
+213.4%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.3% | +1.4% | -0.2% |
| 7D | +4.0% | -1.2% | +5.1% | +4.3% |
| 30D | +9.5% | -11.6% | +21.1% | +13.2% |
| 3M | +25.1% | +9.1% | +16.0% | +22.2% |
| 6M | -2.9% | -0.7% | -2.3% | -2.8% |
| YTD | +14.7% | +1.4% | +13.4% | +14.3% |
| 1Y | +47.4% | -12.3% | +59.7% | +51.4% |
| 3Y | +259.7% | +23.4% | +236.3% | +237.8% |
| 5Y | +227.7% | +15.0% | +212.6% | +204.7% |
| All | +227.7% | +14.2% | +213.4% | +204.7% |
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