+54.8%
GDX vs CVX
+37.2%
+17.7%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CVX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.3% | -0.9% | -2.8% |
| 7D | -0.4% | +3.3% | -3.7% | +1.2% |
| 30D | +18.6% | +12.9% | +5.7% | +25.7% |
| 3M | +14.9% | +11.7% | +3.2% | +21.1% |
| 6M | -6.3% | +14.1% | -20.4% | -2.0% |
| YTD | +15.7% | +40.7% | -25.0% | +22.0% |
| 1Y | +54.8% | +37.5% | +17.3% | +59.4% |
| All | +54.8% | +37.2% | +17.7% | +59.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CVX.
Daily Out/Under-Performance
Portfolio return minus CVX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CVX 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 1y: compounded portfolio wealth divided by compounded CVX 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…
1y analysis · Full analysis span regression · 6 months rolling