+213.1%
USO vs GDXJ
+229.9%
-16.9%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GDXJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.1% | -3.3% | -2.3% |
| 7D | +9.1% | -2.8% | +11.9% | +9.3% |
| 30D | +21.7% | +5.0% | +16.7% | +21.1% |
| 3M | +20.2% | +24.1% | -3.8% | +17.9% |
| 6M | +43.4% | -7.4% | +50.7% | +44.0% |
| YTD | +124.0% | +10.2% | +113.8% | +115.7% |
| 1Y | +112.2% | +42.5% | +69.7% | +92.7% |
| 3Y | +97.7% | +285.7% | -188.1% | +39.9% |
| All | +213.1% | +229.9% | -16.9% | +138.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling