+228.9%
GDX vs COO
-38.8%
+267.6%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.5% | -0.7% | -1.7% |
| 7D | -0.4% | -2.2% | +1.8% | +0.3% |
| 30D | +18.6% | -7.0% | +25.6% | +21.3% |
| 3M | +14.9% | +12.2% | +2.7% | +9.9% |
| 6M | -6.3% | -15.1% | +8.9% | -1.4% |
| YTD | +15.7% | -15.1% | +30.8% | +21.6% |
| 1Y | +54.8% | +2.3% | +52.5% | +52.8% |
| 3Y | +253.4% | -23.7% | +277.1% | +274.8% |
| All | +228.9% | -38.8% | +267.6% | +216.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling