+289.0%
GDX vs COO
+43.7%
+245.2%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.7% | +1.9% | -0.2% |
| 7D | +4.0% | -2.3% | +6.2% | +4.6% |
| 30D | +9.5% | -8.8% | +18.3% | +12.0% |
| 3M | +25.1% | +1.3% | +23.7% | +24.3% |
| 6M | -2.9% | -11.6% | +8.6% | -0.2% |
| YTD | +14.7% | -17.4% | +32.1% | +20.0% |
| 1Y | +47.4% | -1.6% | +49.0% | +47.3% |
| 3Y | +259.7% | -22.6% | +282.3% | +275.1% |
| 5Y | +227.7% | -40.3% | +268.0% | +250.1% |
| 10Y | +289.0% | +45.2% | +243.8% | +255.5% |
| All | +289.0% | +43.7% | +245.2% | +255.5% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 COO 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