+79.8%
GDXJ vs SHEL
+254.0%
-174.2%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.3% | +1.0% | +1.2% |
| 7D | +0.9% | +3.0% | -2.1% | -0.5% |
| 30D | +8.8% | +7.2% | +1.6% | +5.2% |
| 3M | +29.8% | +12.9% | +17.0% | +21.7% |
| 6M | -5.8% | +13.7% | -19.5% | -12.7% |
| YTD | +13.6% | +33.7% | -20.1% | -2.5% |
| 1Y | +54.5% | +37.9% | +16.6% | +30.3% |
| 3Y | +301.4% | +70.2% | +231.1% | +203.7% |
| 5Y | +236.3% | +192.3% | +44.0% | +91.6% |
| 10Y | +240.1% | +207.3% | +32.8% | +62.9% |
| All | +79.8% | +254.0% | -174.2% | -25.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling