+337.5%
COP vs GDXJ
+233.7%
+103.8%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GDXJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -4.0% | +4.4% | +0.9% |
| 7D | +1.0% | -6.2% | +7.2% | +1.8% |
| 30D | +9.6% | +4.6% | +4.9% | +8.7% |
| 3M | +15.0% | +31.3% | -16.2% | +10.0% |
| 6M | +21.8% | -10.7% | +32.4% | +22.0% |
| YTD | +49.6% | +9.1% | +40.6% | +43.9% |
| 1Y | +49.9% | +44.1% | +5.7% | +36.5% |
| 3Y | +22.6% | +285.4% | -262.8% | -8.8% |
| 5Y | +193.6% | +228.4% | -34.8% | +121.3% |
| All | +337.5% | +233.7% | +103.8% | +238.8% |
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