+215.1%
GDXJ vs SHEL
+214.0%
+1.1%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.8% | +0.2% | +0.7% |
| 7D | -2.8% | +4.1% | -6.9% | -4.3% |
| 30D | +5.0% | +8.4% | -3.4% | +1.7% |
| 3M | +24.1% | +13.7% | +10.4% | +17.4% |
| 6M | -7.4% | +12.7% | -20.1% | -12.5% |
| YTD | +10.2% | +35.3% | -25.1% | -3.3% |
| 1Y | +42.5% | +39.4% | +3.2% | +23.5% |
| 3Y | +285.7% | +71.5% | +214.3% | +206.5% |
| 5Y | +231.9% | +195.0% | +36.8% | +112.7% |
| All | +215.1% | +214.0% | +1.1% | +51.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SHEL.
Daily Out/Under-Performance
Portfolio return minus SHEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SHEL 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 10y: compounded portfolio wealth divided by compounded SHEL 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…
10y analysis · Full analysis span regression · 6 months rolling