+192.5%
COP vs GDXJ
+234.8%
-42.3%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GDXJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.3% | -0.2% | +0.9% |
| 7D | -0.5% | +0.9% | -1.4% | -0.6% |
| 30D | +11.7% | +8.8% | +2.9% | +10.4% |
| 3M | +17.7% | +29.8% | -12.2% | +13.2% |
| 6M | +18.3% | -5.8% | +24.1% | +18.5% |
| YTD | +49.1% | +13.6% | +35.5% | +42.2% |
| 1Y | +53.3% | +54.5% | -1.2% | +35.5% |
| 3Y | +22.2% | +301.4% | -279.2% | -19.3% |
| All | +192.5% | +234.8% | -42.3% | +107.1% |
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