+213.5%
GDX vs USO
+103.4%
+110.1%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +3.3% | -7.2% | -3.6% |
| 7D | -4.6% | -1.4% | -3.1% | -4.7% |
| 30D | -6.2% | -4.6% | -1.6% | -6.5% |
| 3M | -10.0% | +14.7% | -24.8% | -9.2% |
| 6M | -15.8% | +1.2% | -17.0% | -15.0% |
| YTD | -4.6% | +111.2% | -115.8% | -12.8% |
| 1Y | +4.0% | +109.3% | -105.3% | -4.8% |
| All | +213.5% | +103.4% | +110.1% | +180.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling