+22.6%
OXY vs GDXJ
+76.0%
-53.4%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GDXJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.3% | -0.3% | +0.9% |
| 7D | +0.6% | +0.9% | -0.3% | +0.5% |
| 30D | +4.5% | +8.8% | -4.3% | +2.9% |
| 3M | +8.9% | +29.8% | -20.9% | +3.4% |
| 6M | +12.5% | -5.8% | +18.3% | +11.3% |
| YTD | +50.5% | +13.6% | +36.9% | +43.1% |
| 1Y | +38.6% | +54.5% | -15.9% | +23.6% |
| 3Y | -1.2% | +301.4% | -302.6% | -28.0% |
| 5Y | +161.6% | +236.3% | -74.7% | +94.3% |
| 10Y | +5.3% | +240.1% | -234.8% | -25.5% |
| All | +22.6% | +76.0% | -53.4% | -7.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling