+24.8%
GDX vs COF
-4.4%
+29.2%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | -1.1% | +10.2% | +9.4% |
| 7D | +0.8% | +0.7% | +0.1% | +0.5% |
| 30D | -3.2% | +5.7% | -9.0% | -5.0% |
| 3M | +8.6% | -6.7% | +15.3% | +10.7% |
| 6M | -1.2% | +9.5% | -10.7% | -4.7% |
| YTD | -1.4% | -13.9% | +12.5% | -2.6% |
| 1Y | +24.8% | -5.1% | +29.8% | +17.6% |
| All | +24.8% | -4.4% | +29.2% | +17.6% |
Cumulative growth
Daily Returns
Daily percentage return beside COF.
Daily Out/Under-Performance
Portfolio return minus COF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COF 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 COF 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