+301.2%
GDX vs SLB
-16.2%
+317.4%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.6% | +1.6% | +2.1% |
| 7D | +13.6% | -7.1% | +20.7% | +14.8% |
| 30D | +2.5% | +4.1% | -1.6% | +1.8% |
| 3M | +4.4% | -2.6% | +7.0% | +4.6% |
| 6M | -5.2% | -8.6% | +3.3% | -4.3% |
| YTD | +2.1% | +32.2% | -30.1% | -2.2% |
| 1Y | +24.7% | +40.7% | -16.0% | +18.3% |
| 3Y | +211.3% | -4.5% | +215.8% | +208.0% |
| 5Y | +186.7% | +66.4% | +120.3% | +162.2% |
| All | +301.2% | -16.2% | +317.4% | +285.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SLB.
Daily Out/Under-Performance
Portfolio return minus SLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SLB 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 10y: compounded portfolio wealth divided by compounded SLB 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…
10y analysis · Full analysis span regression · 6 months rolling