+2,037.7%
COHR vs GDXJ
+70.7%
+1,967.0%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GDXJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.1% | +3.1% | +3.9% |
| 7D | +8.3% | -2.8% | +11.1% | +9.0% |
| 30D | -14.1% | +5.0% | -19.1% | -15.2% |
| 3M | -16.0% | +24.1% | -40.1% | -19.8% |
| 6M | +21.5% | -7.4% | +28.8% | +22.9% |
| YTD | +65.4% | +10.2% | +55.2% | +61.5% |
| 1Y | +195.0% | +42.5% | +152.5% | +173.9% |
| 3Y | +830.2% | +285.7% | +544.4% | +609.3% |
| 5Y | +397.1% | +231.9% | +165.2% | +281.3% |
| 10Y | +1,317.7% | +230.0% | +1,087.7% | +929.9% |
| All | +2,037.7% | +70.7% | +1,967.0% | +1,591.7% |
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 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