+220.4%
GDXJ vs SHAK
-22.8%
+243.2%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +3.2% | -2.1% | +0.5% |
| 7D | -2.8% | -8.3% | +5.5% | -1.4% |
| 30D | +5.0% | -12.6% | +17.6% | +7.5% |
| 3M | +24.1% | +9.1% | +14.9% | +22.1% |
| 6M | -7.4% | -31.2% | +23.9% | -2.6% |
| YTD | +10.2% | -21.6% | +31.8% | +13.2% |
| 1Y | +42.5% | -38.8% | +81.3% | +52.0% |
| 3Y | +285.7% | +0.6% | +285.1% | +255.8% |
| All | +220.4% | -22.8% | +243.2% | +178.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SHAK.
Daily Out/Under-Performance
Portfolio return minus SHAK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SHAK 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 SHAK 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