+422.8%
XOM vs GDX
+220.3%
+202.6%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.2% | +0.5% | -1.3% |
| 7D | +1.8% | -0.4% | +2.2% | +1.8% |
| 30D | +5.9% | +18.6% | -12.8% | +2.6% |
| 3M | +5.6% | +14.9% | -9.3% | +2.3% |
| 6M | +7.9% | -6.3% | +14.1% | +7.3% |
| YTD | +35.2% | +15.7% | +19.4% | +28.8% |
| 1Y | +46.0% | +54.8% | -8.9% | +31.0% |
| 3Y | +55.0% | +253.4% | -198.4% | +16.8% |
| 5Y | +246.3% | +219.7% | +26.6% | +162.0% |
| 10Y | +181.0% | +300.2% | -119.2% | +91.4% |
| All | +422.8% | +220.3% | +202.6% | +188.0% |
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