+192.9%
XOM vs GDX
+312.6%
-119.7%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.1% | -0.7% | +0.4% |
| 7D | +4.1% | -2.2% | +6.3% | +4.3% |
| 30D | +4.6% | +6.8% | -2.2% | +3.7% |
| 3M | +14.0% | +24.9% | -11.0% | +10.9% |
| 6M | +11.0% | -4.2% | +15.2% | +10.7% |
| YTD | +40.7% | +13.2% | +27.5% | +36.7% |
| 1Y | +52.3% | +40.2% | +12.1% | +43.2% |
| 3Y | +60.5% | +249.6% | -189.1% | +30.3% |
| 5Y | +266.4% | +230.4% | +36.0% | +197.1% |
| All | +192.9% | +312.6% | -119.7% | +133.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling