+51.6%
COHR vs GDXJ
+19.5%
+32.1%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GDXJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +9.6% | -15.6% | -11.4% |
| 7D | -18.6% | -0.2% | -18.4% | -18.8% |
| 30D | -41.5% | -7.6% | -33.9% | -38.8% |
| 3M | -39.7% | +2.3% | -42.0% | -41.2% |
| 6M | -40.9% | -7.8% | -33.0% | -39.0% |
| YTD | +5.7% | -8.4% | +14.1% | +1.3% |
| 1Y | +51.6% | +21.8% | +29.8% | +5.7% |
| All | +51.6% | +19.5% | +32.1% | +5.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling