+393.6%
COHR vs GDX
+228.5%
+165.1%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.1% | +3.0% | +3.7% |
| 7D | +8.3% | -2.2% | +10.5% | +9.3% |
| 30D | -14.1% | +6.8% | -20.9% | -16.6% |
| 3M | -16.0% | +24.9% | -40.9% | -23.0% |
| 6M | +21.5% | -4.2% | +25.7% | +21.7% |
| YTD | +65.4% | +13.2% | +52.2% | +57.0% |
| 1Y | +195.0% | +40.2% | +154.8% | +162.3% |
| 3Y | +830.2% | +249.6% | +580.6% | +525.0% |
| All | +393.6% | +228.5% | +165.1% | +220.7% |
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