+96.4%
SHOP vs GDXJ
+297.3%
-200.9%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GDXJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +1.3% | -6.8% | -5.8% |
| 7D | -10.6% | +0.9% | -11.6% | -10.8% |
| 30D | -18.3% | +8.8% | -27.1% | -20.1% |
| 3M | +14.8% | +29.8% | -15.0% | +7.4% |
| 6M | -5.0% | -5.8% | +0.8% | -5.3% |
| YTD | -21.2% | +13.6% | -34.8% | -25.4% |
| 1Y | -11.6% | +54.5% | -66.1% | -22.2% |
| All | +96.4% | +297.3% | -200.9% | +26.5% |
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