+260.9%
GDX vs COO
-23.4%
+284.3%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.5% | -0.7% | -1.8% |
| 7D | -0.4% | -2.2% | +1.8% | +0.2% |
| 30D | +18.6% | -7.0% | +25.6% | +20.7% |
| 3M | +14.9% | +12.2% | +2.7% | +10.9% |
| 6M | -6.3% | -15.1% | +8.9% | -2.1% |
| YTD | +15.7% | -15.1% | +30.8% | +20.8% |
| 1Y | +54.8% | +2.3% | +52.5% | +54.1% |
| All | +260.9% | -23.4% | +284.3% | +279.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling