+14.7%
GDX vs SLB
+38.6%
-24.0%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.0% | -4.5% | -5.2% |
| 7D | +11.5% | -4.3% | +15.7% | +12.7% |
| 30D | -3.1% | +1.9% | -5.1% | -3.9% |
| 3M | -4.4% | -5.7% | +1.3% | -3.1% |
| 6M | -8.6% | -5.3% | -3.2% | -7.1% |
| YTD | +0.8% | +32.2% | -31.3% | -2.3% |
| 1Y | +14.7% | +38.5% | -23.8% | +12.2% |
| All | +14.7% | +38.6% | -24.0% | +12.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling