+135.9%
SHOP vs GDXJ
+219.0%
-83.1%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GDXJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.6% | +0.8% | +0.4% |
| 7D | -1.2% | -8.1% | +6.9% | +0.9% |
| 30D | -14.7% | -5.5% | -9.3% | -13.6% |
| 3M | -7.2% | -14.6% | +7.3% | -4.0% |
| 6M | +54.2% | -23.2% | +77.4% | +62.0% |
| YTD | -8.6% | -13.0% | +4.3% | -7.9% |
| 1Y | +0.5% | +2.8% | -2.2% | -2.6% |
| 3Y | +135.9% | +221.5% | -85.5% | +62.0% |
| All | +135.9% | +219.0% | -83.1% | +62.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling