+214.2%
GDX vs COF
+265.3%
-51.1%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.4% | -1.8% | -2.2% |
| 7D | -0.4% | +1.8% | -2.2% | -0.6% |
| 30D | +18.6% | -0.6% | +19.2% | +18.7% |
| 3M | +14.9% | +20.3% | -5.4% | +12.5% |
| 6M | -6.3% | +13.0% | -19.3% | -7.6% |
| YTD | +15.7% | -8.3% | +24.1% | +16.5% |
| 1Y | +54.8% | -1.5% | +56.3% | +54.4% |
| 3Y | +253.4% | +122.3% | +131.2% | +216.6% |
| 5Y | +219.7% | +52.5% | +167.2% | +194.6% |
| 10Y | +300.2% | +264.9% | +35.3% | +216.5% |
| All | +214.2% | +265.3% | -51.1% | +146.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling