+150.7%
GDX vs COO
-40.4%
+191.1%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.7% | -1.0% | -0.5% |
| 7D | -6.8% | +0.5% | -7.3% | -6.9% |
| 30D | -2.1% | +14.2% | -16.3% | -6.1% |
| 3M | -7.5% | -18.2% | +10.7% | -2.0% |
| 6M | -15.2% | +5.3% | -20.5% | -18.0% |
| YTD | -4.8% | -23.6% | +18.7% | +3.0% |
| 1Y | +6.7% | -12.7% | +19.4% | +10.4% |
| 3Y | +212.7% | -24.2% | +236.9% | +227.2% |
| All | +150.7% | -40.4% | +191.1% | +162.2% |
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