+296.0%
GDX vs COF
+248.6%
+47.4%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.6% | +0.5% | +1.1% |
| 7D | -2.2% | -5.1% | +3.0% | -1.8% |
| 30D | +6.8% | -6.0% | +12.8% | +7.2% |
| 3M | +24.9% | +14.8% | +10.1% | +23.8% |
| 6M | -4.2% | +15.3% | -19.5% | -5.1% |
| YTD | +13.2% | -13.0% | +26.3% | +13.8% |
| 1Y | +40.2% | -5.7% | +45.9% | +40.2% |
| 3Y | +249.6% | +118.1% | +131.5% | +229.5% |
| 5Y | +230.4% | +46.2% | +184.2% | +211.4% |
| All | +296.0% | +248.6% | +47.4% | +264.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling