+2,993.7%
SHOP vs GDXJ
+237.3%
+2,756.4%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GDXJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.1% | +0.7% | +1.5% |
| 7D | -11.2% | -2.8% | -8.4% | -10.6% |
| 30D | -14.4% | +5.0% | -19.3% | -15.6% |
| 3M | +16.6% | +24.1% | -7.5% | +10.0% |
| 6M | -0.6% | -7.4% | +6.8% | -0.2% |
| YTD | -20.0% | +10.2% | -30.2% | -23.7% |
| 1Y | -11.2% | +42.5% | -53.7% | -20.8% |
| 3Y | +99.5% | +285.7% | -186.2% | +34.8% |
| 5Y | -13.2% | +231.9% | -245.1% | -40.4% |
| All | +2,993.7% | +237.3% | +2,756.4% | +1,995.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GDXJ.
Daily Out/Under-Performance
Portfolio return minus GDXJ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GDXJ 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 GDXJ 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