+181.7%
GDX vs XOP
+73.5%
+108.2%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.6% | -4.1% | -2.3% |
| 7D | +0.7% | +0.5% | +0.3% | +0.5% |
| 30D | -3.8% | -7.3% | +3.5% | -2.0% |
| 3M | -5.4% | +1.4% | -6.8% | -6.6% |
| 6M | -12.7% | +7.8% | -20.5% | -16.1% |
| YTD | -0.7% | +44.5% | -45.2% | -14.3% |
| 1Y | +11.9% | +37.0% | -25.1% | -1.9% |
| 3Y | +223.9% | +40.8% | +183.1% | +175.7% |
| 5Y | +163.2% | +88.7% | +74.5% | +96.2% |
| 10Y | +349.2% | +49.9% | +299.3% | +205.5% |
| All | +181.7% | +73.5% | +108.2% | +17.5% |
Cumulative growth
Daily Returns
Daily percentage return beside XOP.
Daily Out/Under-Performance
Portfolio return minus XOP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XOP 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 XOP 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