+58.8%
XOM vs GDX
+258.3%
-199.5%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.1% | +1.1% | +2.2% |
| 7D | 0.0% | +1.9% | -1.8% | 0.0% |
| 30D | +3.4% | +9.9% | -6.5% | +3.4% |
| 3M | +11.0% | +28.2% | -17.2% | +10.8% |
| 6M | +10.6% | -2.9% | +13.5% | +11.6% |
| YTD | +39.2% | +16.0% | +23.2% | +38.2% |
| 1Y | +52.7% | +49.9% | +2.8% | +47.8% |
| All | +58.8% | +258.3% | -199.5% | +35.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling