+586.2%
COF vs GDXJ
+76.0%
+510.2%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GDXJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.3% | -2.8% | -1.6% |
| 7D | -2.7% | +0.9% | -3.6% | -2.7% |
| 30D | -3.4% | +8.8% | -12.2% | -4.2% |
| 3M | +15.4% | +29.8% | -14.4% | +12.3% |
| 6M | +14.4% | -5.8% | +20.2% | +14.3% |
| YTD | -12.0% | +13.6% | -25.6% | -13.9% |
| 1Y | -3.7% | +54.5% | -58.2% | -8.8% |
| 3Y | +121.1% | +301.4% | -180.3% | +88.8% |
| 5Y | +47.8% | +236.3% | -188.5% | +26.7% |
| 10Y | +250.3% | +240.1% | +10.2% | +193.6% |
| All | +586.2% | +76.0% | +510.2% | +483.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling