+212.7%
GDX vs OXY
+1.6%
+211.1%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.6% | -0.8% | -0.2% |
| 7D | -6.8% | +4.2% | -11.0% | -6.8% |
| 30D | -2.1% | -4.3% | +2.2% | -2.1% |
| 3M | -7.5% | +2.3% | -9.8% | -7.7% |
| 6M | -15.2% | +5.5% | -20.7% | -15.5% |
| YTD | -4.8% | +44.9% | -49.7% | -12.3% |
| 1Y | +6.7% | +42.6% | -35.9% | -1.4% |
| 3Y | +212.7% | +0.7% | +212.0% | +220.3% |
| All | +212.7% | +1.6% | +211.1% | +220.3% |
Cumulative growth
Daily Returns
Daily percentage return beside OXY.
Daily Out/Under-Performance
Portfolio return minus OXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OXY 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 OXY 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