+215.1%
GDXJ vs SHW
+288.7%
-73.6%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.8% | -0.8% | +0.6% |
| 7D | -2.8% | -3.1% | +0.3% | -2.0% |
| 30D | +5.0% | -10.0% | +15.0% | +7.8% |
| 3M | +24.1% | +2.3% | +21.8% | +23.3% |
| 6M | -7.4% | +0.7% | -8.0% | -7.4% |
| YTD | +10.2% | +0.5% | +9.7% | +10.1% |
| 1Y | +42.5% | -11.5% | +54.0% | +46.3% |
| 3Y | +285.7% | +21.3% | +264.4% | +265.7% |
| 5Y | +231.9% | +12.5% | +219.3% | +213.5% |
| All | +215.1% | +288.7% | -73.6% | +170.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling