+233.6%
GDX vs OXY
+164.6%
+69.0%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.1% | 0.0% | +0.9% |
| 7D | +1.9% | +0.6% | +1.2% | +1.8% |
| 30D | +9.9% | +4.5% | +5.4% | +9.2% |
| 3M | +28.2% | +8.9% | +19.3% | +26.3% |
| 6M | -2.9% | +12.5% | -15.4% | -6.0% |
| YTD | +16.0% | +50.5% | -34.5% | +5.8% |
| 1Y | +49.9% | +38.6% | +11.3% | +38.5% |
| 3Y | +263.6% | -1.2% | +264.8% | +256.6% |
| 5Y | +233.6% | +161.6% | +71.9% | +203.0% |
| All | +233.6% | +164.6% | +69.0% | +203.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling