+393.6%
COHR vs GDXJ
+229.9%
+163.6%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GDXJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.1% | +3.1% | +3.8% |
| 7D | +8.3% | -2.8% | +11.1% | +9.5% |
| 30D | -14.1% | +5.0% | -19.1% | -16.0% |
| 3M | -16.0% | +24.1% | -40.1% | -22.6% |
| 6M | +21.5% | -7.4% | +28.8% | +22.8% |
| YTD | +65.4% | +10.2% | +55.2% | +57.8% |
| 1Y | +195.0% | +42.5% | +152.5% | +159.7% |
| 3Y | +830.2% | +285.7% | +544.4% | +495.3% |
| All | +393.6% | +229.9% | +163.6% | +214.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling