+289.0%
GDX vs COP
+338.9%
-49.9%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.6% | -1.4% | -0.9% |
| 7D | +4.0% | -0.8% | +4.8% | +4.1% |
| 30D | +9.5% | +15.6% | -6.1% | +7.5% |
| 3M | +25.1% | +14.3% | +10.8% | +22.7% |
| 6M | -2.9% | +17.0% | -19.9% | -5.6% |
| YTD | +14.7% | +47.4% | -32.7% | +7.7% |
| 1Y | +47.4% | +52.4% | -5.0% | +37.5% |
| 3Y | +259.7% | +20.8% | +238.9% | +243.9% |
| 5Y | +227.7% | +191.7% | +36.0% | +180.4% |
| 10Y | +289.0% | +325.1% | -36.1% | +186.5% |
| All | +289.0% | +338.9% | -49.9% | +186.5% |
Cumulative growth
Daily Returns
Daily percentage return beside COP.
Daily Out/Under-Performance
Portfolio return minus COP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COP 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 10y: compounded portfolio wealth divided by compounded COP 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…
10y analysis · Full analysis span regression · 6 months rolling