+326.3%
GDX vs CVX
+215.8%
+110.4%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.6% | -1.9% | -0.5% |
| 7D | -6.8% | +3.4% | -10.2% | -7.3% |
| 30D | -2.1% | -1.0% | -1.1% | -2.2% |
| 3M | -7.5% | +12.2% | -19.7% | -9.7% |
| 6M | -15.2% | +20.3% | -35.5% | -18.6% |
| YTD | -4.8% | +48.3% | -53.1% | -13.3% |
| 1Y | +6.7% | +46.9% | -40.2% | -2.6% |
| 3Y | +212.7% | +73.1% | +139.6% | +173.0% |
| 5Y | +151.7% | +135.2% | +16.4% | +107.8% |
| All | +326.3% | +215.8% | +110.4% | +202.9% |
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