+459.3%
XOM vs GDX
+163.4%
+295.9%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.2% | +0.7% | +0.5% |
| 7D | +2.8% | -6.8% | +9.6% | +3.9% |
| 30D | -3.6% | -2.1% | -1.5% | -3.7% |
| 3M | +8.2% | -7.5% | +15.8% | +8.8% |
| 6M | +14.0% | -15.2% | +29.2% | +15.3% |
| YTD | +44.6% | -4.8% | +49.4% | +41.5% |
| 1Y | +47.8% | +6.7% | +41.0% | +41.3% |
| 3Y | +79.6% | +212.7% | -133.2% | +37.2% |
| 5Y | +214.3% | +151.7% | +62.6% | +146.4% |
| 10Y | +204.0% | +330.3% | -126.3% | +102.1% |
| All | +459.3% | +163.4% | +295.9% | +216.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling