+228.2%
GDX vs XOP
+82.9%
+145.2%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.8% | -1.4% | -1.9% |
| 7D | -0.4% | +2.6% | -3.0% | -1.2% |
| 30D | +18.6% | +15.4% | +3.2% | +13.2% |
| 3M | +14.9% | +12.1% | +2.8% | +10.1% |
| 6M | -6.3% | +19.7% | -25.9% | -13.3% |
| YTD | +15.7% | +52.4% | -36.7% | -1.1% |
| 1Y | +54.8% | +47.6% | +7.3% | +33.3% |
| 3Y | +253.4% | +34.4% | +219.1% | +207.4% |
| 5Y | +219.7% | +154.4% | +65.3% | +116.1% |
| 10Y | +300.2% | +54.7% | +245.5% | +172.3% |
| All | +228.2% | +82.9% | +145.2% | +35.5% |
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