+118.1%
COF vs GDXJ
+285.5%
-167.4%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GDXJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.1% | -0.5% | +0.5% |
| 7D | -5.1% | -2.8% | -2.3% | -4.9% |
| 30D | -6.0% | +5.0% | -11.0% | -6.5% |
| 3M | +14.8% | +24.1% | -9.2% | +12.3% |
| 6M | +15.3% | -7.4% | +22.7% | +14.9% |
| YTD | -13.0% | +10.2% | -23.3% | -14.8% |
| 1Y | -5.7% | +42.5% | -48.2% | -9.9% |
| 3Y | +118.1% | +285.7% | -167.6% | +74.5% |
| All | +118.1% | +285.5% | -167.4% | +74.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GDXJ.
Daily Out/Under-Performance
Portfolio return minus GDXJ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GDXJ 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 GDXJ 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