+291.6%
GDX vs CVX
+220.5%
+71.1%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.5% | -3.0% | -3.4% |
| 7D | -5.4% | +0.7% | -6.1% | -5.5% |
| 30D | +6.6% | +9.1% | -2.6% | +4.8% |
| 3M | +30.1% | +13.1% | +17.0% | +26.8% |
| 6M | -7.1% | +16.3% | -23.4% | -10.6% |
| YTD | +12.0% | +43.5% | -31.5% | +2.6% |
| 1Y | +41.2% | +40.2% | +1.1% | +29.9% |
| 3Y | +251.0% | +44.2% | +206.7% | +217.9% |
| 5Y | +226.7% | +170.6% | +56.1% | +161.6% |
| All | +291.6% | +220.5% | +71.1% | +150.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling