+6.4%
OXY vs GDXJ
+237.3%
-230.9%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GDXJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.1% | -0.6% | +0.3% |
| 7D | +2.8% | -2.8% | +5.6% | +3.2% |
| 30D | +5.5% | +5.0% | +0.5% | +4.5% |
| 3M | +11.3% | +24.1% | -12.8% | +7.1% |
| 6M | +11.6% | -7.4% | +19.0% | +11.1% |
| YTD | +51.6% | +10.2% | +41.3% | +45.4% |
| 1Y | +36.2% | +42.5% | -6.3% | +23.9% |
| 3Y | +1.7% | +285.7% | -284.0% | -25.0% |
| 5Y | +164.5% | +231.9% | -67.4% | +97.9% |
| All | +6.4% | +237.3% | -230.9% | -15.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GDXJ.
Daily Out/Under-Performance
Portfolio return minus GDXJ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GDXJ 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 10y: compounded portfolio wealth divided by compounded GDXJ 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…
10y analysis · Full analysis span regression · 6 months rolling