+214.2%
GDX vs COO
+445.3%
-231.1%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.5% | -0.7% | -1.9% |
| 7D | -0.4% | -2.2% | +1.8% | +0.1% |
| 30D | +18.6% | -7.0% | +25.6% | +20.2% |
| 3M | +14.9% | +12.2% | +2.7% | +11.9% |
| 6M | -6.3% | -15.1% | +8.9% | -3.6% |
| YTD | +15.7% | -15.1% | +30.8% | +19.0% |
| 1Y | +54.8% | +2.3% | +52.5% | +53.5% |
| 3Y | +253.4% | -23.7% | +277.1% | +265.8% |
| 5Y | +219.7% | -38.9% | +258.6% | +239.2% |
| 10Y | +300.2% | +49.9% | +250.3% | +262.5% |
| All | +214.2% | +445.3% | -231.1% | +85.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling