+526.2%
COP vs GDXJ
+34.8%
+491.4%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GDXJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.6% | +2.2% | +1.7% |
| 7D | +4.4% | -8.1% | +12.5% | +5.5% |
| 30D | 0.0% | -5.5% | +5.4% | +0.3% |
| 3M | +15.0% | -14.6% | +29.6% | +16.7% |
| 6M | +22.0% | -23.2% | +45.2% | +24.7% |
| YTD | +55.3% | -13.0% | +68.3% | +53.2% |
| 1Y | +64.1% | +2.8% | +61.4% | +57.2% |
| 3Y | +34.1% | +221.5% | -187.4% | +3.2% |
| 5Y | +133.4% | +123.4% | +10.0% | +87.8% |
| 10Y | +338.6% | +238.2% | +100.4% | +212.9% |
| All | +526.2% | +34.8% | +491.4% | +359.5% |
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