+46.0%
XOM vs GDX
+55.3%
-9.4%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.2% | +0.5% | -1.9% |
| 7D | +1.8% | -0.4% | +2.2% | +1.8% |
| 30D | +5.9% | +18.6% | -12.8% | +7.4% |
| 3M | +5.6% | +14.9% | -9.3% | +7.3% |
| 6M | +7.9% | -6.3% | +14.1% | +10.0% |
| YTD | +35.2% | +15.7% | +19.4% | +38.2% |
| 1Y | +46.0% | +54.8% | -8.9% | +58.5% |
| All | +46.0% | +55.3% | -9.4% | +58.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GDX.
Daily Out/Under-Performance
Portfolio return minus GDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GDX 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 1y: compounded portfolio wealth divided by compounded GDX 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…
1y analysis · Full analysis span regression · 6 months rolling