+258.1%
GDX vs CVX
+44.2%
+213.9%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CVX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.9% | -0.8% | +1.1% |
| 7D | +1.9% | +1.0% | +0.9% | +1.9% |
| 30D | +9.9% | +10.7% | -0.7% | +10.0% |
| 3M | +28.2% | +15.5% | +12.7% | +28.3% |
| 6M | -2.9% | +14.9% | -17.8% | -3.5% |
| YTD | +16.0% | +44.2% | -28.2% | +10.1% |
| 1Y | +49.9% | +43.5% | +6.4% | +42.2% |
| All | +258.1% | +44.2% | +213.9% | +229.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling