+169.7%
GDX vs SHW
+2,700.9%
-2,531.2%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.1% | -1.6% | -1.5% |
| 7D | +0.7% | -2.1% | +2.9% | +1.2% |
| 30D | -3.8% | +11.1% | -14.9% | -5.9% |
| 3M | -5.4% | -2.2% | -3.3% | -5.1% |
| 6M | -12.7% | +14.3% | -27.0% | -15.3% |
| YTD | -0.7% | +10.6% | -11.2% | -2.8% |
| 1Y | +11.9% | +4.1% | +7.8% | +10.7% |
| 3Y | +223.9% | +42.9% | +181.0% | +198.9% |
| 5Y | +163.2% | +14.2% | +149.0% | +149.6% |
| 10Y | +349.2% | +346.7% | +2.4% | +217.1% |
| All | +169.7% | +2,700.9% | -2,531.2% | +8.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling