+490.9%
COP vs GDXJ
+75.7%
+415.2%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GDXJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.5% | +1.4% | -0.7% |
| 7D | +3.0% | +0.2% | +2.8% | +2.9% |
| 30D | +17.5% | +17.9% | -0.4% | +14.5% |
| 3M | +13.4% | +15.3% | -2.0% | +10.1% |
| 6M | +17.7% | -9.4% | +27.2% | +17.5% |
| YTD | +46.6% | +13.4% | +33.2% | +40.0% |
| 1Y | +44.6% | +59.7% | -15.0% | +29.7% |
| 3Y | +20.7% | +283.6% | -262.9% | -8.8% |
| 5Y | +185.0% | +217.6% | -32.6% | +119.0% |
| 10Y | +347.0% | +225.7% | +121.3% | +222.7% |
| All | +490.9% | +75.7% | +415.2% | +320.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling