+170.6%
GDX vs XOP
+76.4%
+94.2%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +1.6% | -5.6% | -4.5% |
| 7D | -4.6% | +5.2% | -9.7% | -6.1% |
| 30D | -6.2% | -8.4% | +2.2% | -4.1% |
| 3M | -10.0% | +2.9% | -13.0% | -11.5% |
| 6M | -15.8% | +8.8% | -24.6% | -19.3% |
| YTD | -4.6% | +46.9% | -51.5% | -18.1% |
| 1Y | +4.0% | +41.5% | -37.5% | -9.7% |
| 3Y | +211.1% | +43.1% | +168.0% | +163.4% |
| 5Y | +152.3% | +92.2% | +60.1% | +86.9% |
| 10Y | +331.4% | +52.3% | +279.1% | +191.9% |
| All | +170.6% | +76.4% | +94.2% | +12.2% |
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