+24.5%
COP vs GDXJ
+297.3%
-272.8%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GDXJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.3% | -0.2% | +1.1% |
| 7D | -0.5% | +0.9% | -1.4% | -0.5% |
| 30D | +11.7% | +8.8% | +2.9% | +11.6% |
| 3M | +17.7% | +29.8% | -12.2% | +17.2% |
| 6M | +18.3% | -5.8% | +24.1% | +19.6% |
| YTD | +49.1% | +13.6% | +35.5% | +46.8% |
| 1Y | +53.3% | +54.5% | -1.2% | +45.0% |
| All | +24.5% | +297.3% | -272.8% | +0.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling