-27.8%
COIN vs GDXJ
+229.9%
-257.7%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GDXJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.1% | +0.7% | +1.2% |
| 7D | -5.1% | -2.8% | -2.3% | -3.8% |
| 30D | +17.6% | +5.0% | +12.6% | +15.2% |
| 3M | +9.2% | +24.1% | -14.8% | -1.6% |
| 6M | -11.8% | -7.4% | -4.4% | -9.6% |
| YTD | -22.5% | +10.2% | -32.7% | -28.0% |
| 1Y | -45.9% | +42.5% | -88.4% | -56.4% |
| 3Y | +117.4% | +285.7% | -168.3% | -6.5% |
| All | -27.8% | +229.9% | -257.7% | -66.0% |
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