+41.2%
GDX vs CVX
+42.6%
-1.4%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CVX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.5% | -3.0% | -3.7% |
| 7D | -5.4% | +0.7% | -6.1% | -5.1% |
| 30D | +6.6% | +9.1% | -2.6% | +11.1% |
| 3M | +30.1% | +13.1% | +17.0% | +38.0% |
| 6M | -7.1% | +16.3% | -23.4% | -2.0% |
| YTD | +12.0% | +43.5% | -31.5% | +18.5% |
| 1Y | +41.2% | +40.2% | +1.1% | +43.6% |
| All | +41.2% | +42.6% | -1.4% | +43.6% |
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