+426.9%
GDXJ vs SHAK
+31.3%
+395.6%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -2.1% | -1.9% | -3.7% |
| 7D | -6.2% | -11.0% | +4.7% | -4.7% |
| 30D | +4.6% | -14.0% | +18.7% | +6.9% |
| 3M | +31.3% | +13.3% | +18.0% | +29.0% |
| 6M | -10.7% | -35.3% | +24.6% | -6.3% |
| YTD | +9.1% | -24.0% | +33.1% | +11.9% |
| 1Y | +44.1% | -36.7% | +80.8% | +51.1% |
| 3Y | +285.4% | -5.4% | +290.8% | +271.3% |
| 5Y | +228.4% | -24.9% | +253.3% | +215.2% |
| 10Y | +226.5% | +79.6% | +146.9% | +179.7% |
| All | +426.9% | +31.3% | +395.6% | +357.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling