+336.7%
COP vs GDXJ
+245.9%
+90.8%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GDXJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.6% | +2.2% | +1.7% |
| 7D | +4.4% | -8.1% | +12.5% | +5.4% |
| 30D | 0.0% | -5.5% | +5.4% | +0.3% |
| 3M | +15.0% | -14.6% | +29.6% | +16.5% |
| 6M | +22.0% | -23.2% | +45.2% | +24.6% |
| YTD | +55.3% | -13.0% | +68.3% | +53.0% |
| 1Y | +64.1% | +2.8% | +61.4% | +56.9% |
| 3Y | +34.1% | +221.5% | -187.4% | +1.3% |
| 5Y | +133.4% | +123.4% | +10.0% | +84.3% |
| All | +336.7% | +245.9% | +90.8% | +232.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling