+54.8%
GDX vs USO
+92.2%
-37.3%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.1% | -2.1% | -2.2% |
| 7D | -0.4% | +9.5% | -9.8% | +1.8% |
| 30D | +18.6% | +23.6% | -5.0% | +24.8% |
| 3M | +14.9% | +3.8% | +11.1% | +16.7% |
| 6M | -6.3% | +55.0% | -61.3% | -0.7% |
| YTD | +15.7% | +105.3% | -89.5% | +21.0% |
| 1Y | +54.8% | +91.4% | -36.5% | +59.8% |
| All | +54.8% | +92.2% | -37.3% | +59.8% |
Cumulative growth
Daily Returns
Daily percentage return beside USO.
Daily Out/Under-Performance
Portfolio return minus USO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USO 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 USO 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