+326.3%
GDX vs USO
+87.0%
+239.2%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | +0.1% | -0.2% |
| 7D | -6.8% | -1.9% | -4.9% | -6.7% |
| 30D | -2.1% | -5.2% | +3.1% | -1.9% |
| 3M | -7.5% | +16.4% | -23.9% | -9.2% |
| 6M | -15.2% | +2.5% | -17.7% | -16.0% |
| YTD | -4.8% | +110.5% | -115.3% | -15.6% |
| 1Y | +6.7% | +108.4% | -101.7% | -5.3% |
| 3Y | +212.7% | +99.6% | +113.1% | +176.1% |
| 5Y | +151.7% | +160.1% | -8.4% | +114.1% |
| All | +326.3% | +87.0% | +239.2% | +258.2% |
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