+185.4%
GDX vs COO
-41.6%
+227.0%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.8% | +4.0% | +2.7% |
| 7D | +13.6% | +4.7% | +8.9% | +12.1% |
| 30D | +2.5% | +13.9% | -11.4% | -1.6% |
| 3M | +4.4% | -14.9% | +19.3% | +9.2% |
| 6M | -5.2% | +2.0% | -7.3% | -7.4% |
| YTD | +2.1% | -23.9% | +26.0% | +10.5% |
| 1Y | +24.7% | -9.6% | +34.3% | +27.4% |
| 3Y | +211.3% | -25.4% | +236.7% | +227.7% |
| All | +185.4% | -41.6% | +227.0% | +195.0% |
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