+211.5%
GDX vs USO
-71.9%
+283.3%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.9% | -3.7% | -1.6% |
| 7D | +4.0% | +3.6% | +0.4% | +3.0% |
| 30D | +9.5% | +23.8% | -14.3% | +3.3% |
| 3M | +25.1% | +8.1% | +17.0% | +20.9% |
| 6M | -2.9% | +34.3% | -37.2% | -14.5% |
| YTD | +14.7% | +111.1% | -96.4% | -12.3% |
| 1Y | +47.4% | +99.9% | -52.5% | +14.0% |
| 3Y | +259.7% | +86.5% | +173.2% | +177.2% |
| 5Y | +227.7% | +200.5% | +27.1% | +109.3% |
| 10Y | +289.0% | +66.5% | +222.4% | +163.5% |
| All | +211.5% | -71.9% | +283.3% | +440.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling