+211.6%
XOM vs GDX
+151.5%
+60.1%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.2% | +0.7% | +0.5% |
| 7D | +2.8% | -6.8% | +9.6% | +3.3% |
| 30D | -3.6% | -2.1% | -1.5% | -3.6% |
| 3M | +8.2% | -7.5% | +15.8% | +8.5% |
| 6M | +14.0% | -15.2% | +29.2% | +15.2% |
| YTD | +44.6% | -4.8% | +49.4% | +42.0% |
| 1Y | +47.8% | +6.7% | +41.0% | +42.1% |
| 3Y | +79.6% | +212.7% | -133.2% | +32.7% |
| All | +211.6% | +151.5% | +60.1% | +146.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling