+2,015.0%
COST vs GDXJ
+76.0%
+1,939.0%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GDXJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.3% | -2.2% | -0.9% |
| 7D | -2.8% | +0.9% | -3.7% | -2.8% |
| 30D | -5.3% | +8.8% | -14.1% | -5.7% |
| 3M | -6.7% | +29.8% | -36.5% | -8.1% |
| 6M | -9.9% | -5.8% | -4.1% | -10.0% |
| YTD | +5.1% | +13.6% | -8.5% | +3.7% |
| 1Y | -7.3% | +54.5% | -61.8% | -10.4% |
| 3Y | +70.4% | +301.4% | -231.0% | +54.9% |
| 5Y | +104.4% | +236.3% | -131.9% | +86.3% |
| 10Y | +609.0% | +240.1% | +368.9% | +538.8% |
| All | +2,015.0% | +76.0% | +1,939.0% | +1,809.6% |
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