+11.9%
COST vs GDXJ
+19.5%
-7.6%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GDXJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +9.6% | -7.0% | +3.0% |
| 7D | +6.6% | -0.2% | +6.8% | +6.5% |
| 30D | +13.5% | -7.6% | +21.1% | +13.1% |
| 3M | +10.6% | +2.3% | +8.3% | +10.5% |
| 6M | +3.6% | -7.8% | +11.5% | +3.6% |
| YTD | +22.1% | -8.4% | +30.5% | +21.0% |
| 1Y | +11.9% | +21.8% | -9.9% | +12.2% |
| All | +11.9% | +19.5% | -7.6% | +12.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling