+170.6%
CVX vs GDXJ
+221.5%
-50.9%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GDXJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.0% | +3.5% | -0.1% |
| 7D | +0.7% | -6.2% | +6.9% | +1.2% |
| 30D | +9.1% | +4.6% | +4.5% | +8.5% |
| 3M | +13.1% | +31.3% | -18.2% | +9.6% |
| 6M | +16.3% | -10.7% | +26.9% | +17.2% |
| YTD | +43.5% | +9.1% | +34.4% | +39.0% |
| 1Y | +40.2% | +44.1% | -4.0% | +28.4% |
| 3Y | +44.2% | +285.4% | -241.1% | +4.9% |
| 5Y | +170.6% | +228.4% | -57.8% | +104.7% |
| All | +170.6% | +221.5% | -50.9% | +104.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling