+233.6%
GDX vs CVX
+172.5%
+61.1%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.9% | -0.8% | +0.7% |
| 7D | +1.9% | +1.0% | +0.9% | +1.7% |
| 30D | +9.9% | +10.7% | -0.7% | +7.8% |
| 3M | +28.2% | +15.5% | +12.7% | +24.2% |
| 6M | -2.9% | +14.9% | -17.8% | -6.7% |
| YTD | +16.0% | +44.2% | -28.2% | +3.7% |
| 1Y | +49.9% | +43.5% | +6.4% | +34.0% |
| 3Y | +263.6% | +45.0% | +218.6% | +219.7% |
| 5Y | +233.6% | +172.2% | +61.4% | +166.2% |
| All | +233.6% | +172.5% | +61.1% | +166.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling