+158.4%
GDX vs COF
+224.5%
-66.1%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.8% | -1.0% | -0.3% |
| 7D | -6.8% | -3.4% | -3.4% | -6.4% |
| 30D | -2.1% | +0.4% | -2.5% | -2.1% |
| 3M | -7.5% | -12.5% | +5.0% | -6.1% |
| 6M | -15.2% | +8.3% | -23.5% | -15.9% |
| YTD | -4.8% | -18.6% | +13.8% | -2.9% |
| 1Y | +6.7% | -8.6% | +15.3% | +7.5% |
| 3Y | +212.7% | +94.7% | +118.1% | +184.8% |
| 5Y | +151.7% | +35.3% | +116.3% | +135.5% |
| 10Y | +330.3% | +185.1% | +145.2% | +251.8% |
| All | +158.4% | +224.5% | -66.1% | +105.2% |
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