+296.0%
GDX vs USO
+86.2%
+209.8%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.2% | +3.3% | +1.3% |
| 7D | -2.2% | +9.1% | -11.3% | -3.0% |
| 30D | +6.8% | +21.7% | -14.9% | +4.7% |
| 3M | +24.9% | +20.2% | +4.7% | +22.3% |
| 6M | -4.2% | +43.4% | -47.6% | -9.6% |
| YTD | +13.2% | +124.0% | -110.8% | -0.3% |
| 1Y | +40.2% | +112.2% | -72.0% | +24.3% |
| 3Y | +249.6% | +97.7% | +151.9% | +209.6% |
| 5Y | +230.4% | +217.4% | +13.0% | +174.2% |
| All | +296.0% | +86.2% | +209.8% | +221.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling