+12.5%
COHR vs GDX
-7.7%
+20.2%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | GDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -3.5% | +0.1% | -1.2% |
| 7D | +10.9% | -5.4% | +16.3% | +14.8% |
| 30D | -10.8% | +6.6% | -17.3% | -15.3% |
| 3M | -17.4% | +30.1% | -47.5% | -32.4% |
| 6M | +12.5% | -7.1% | +19.6% | +13.7% |
| All | +12.5% | -7.7% | +20.2% | +13.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling