+6.7%
GDX vs CVX
+48.4%
-41.7%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CVX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.6% | -1.9% | +0.6% |
| 7D | -6.8% | +3.4% | -10.2% | -5.0% |
| 30D | -2.1% | -1.0% | -1.1% | -2.3% |
| 3M | -7.5% | +12.2% | -19.7% | -1.8% |
| 6M | -15.2% | +20.3% | -35.5% | -6.9% |
| YTD | -4.8% | +48.3% | -53.1% | -1.3% |
| 1Y | +6.7% | +46.9% | -40.2% | +11.7% |
| All | +6.7% | +48.4% | -41.7% | +11.7% |
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