+211.5%
GDX vs COF
+255.9%
-44.4%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.6% | +1.7% | -0.6% |
| 7D | +4.0% | +1.2% | +2.7% | +3.8% |
| 30D | +9.5% | -1.4% | +10.9% | +9.6% |
| 3M | +25.1% | +19.0% | +6.1% | +22.6% |
| 6M | -2.9% | +14.9% | -17.8% | -4.5% |
| YTD | +14.7% | -10.7% | +25.4% | +15.8% |
| 1Y | +47.4% | -1.3% | +48.7% | +47.0% |
| 3Y | +259.7% | +124.3% | +135.4% | +221.9% |
| 5Y | +227.7% | +51.1% | +176.5% | +202.3% |
| 10Y | +289.0% | +252.4% | +36.6% | +209.0% |
| All | +211.5% | +255.9% | -44.4% | +144.7% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling