+226.7%
GDX vs COF
+44.1%
+182.6%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.8% | -1.7% | -3.2% |
| 7D | -5.4% | -6.1% | +0.7% | -4.5% |
| 30D | +6.6% | -5.2% | +11.7% | +7.4% |
| 3M | +30.1% | +17.0% | +13.1% | +27.1% |
| 6M | -7.1% | +12.9% | -20.0% | -8.8% |
| YTD | +12.0% | -13.5% | +25.5% | +13.4% |
| 1Y | +41.2% | -5.9% | +47.1% | +41.2% |
| 3Y | +251.0% | +117.1% | +133.9% | +195.2% |
| 5Y | +226.7% | +45.4% | +181.3% | +174.8% |
| All | +226.7% | +44.1% | +182.6% | +174.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling