+189.5%
GDX vs COP
+460.8%
-271.3%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -1.3% | +5.7% | +4.8% |
| 7D | +15.6% | -8.4% | +24.0% | +18.4% |
| 30D | +2.4% | +0.3% | +2.2% | +1.8% |
| 3M | +1.7% | +15.1% | -13.4% | -3.4% |
| 6M | -3.3% | +19.8% | -23.1% | -10.1% |
| YTD | +6.6% | +46.8% | -40.2% | -8.5% |
| 1Y | +27.0% | +59.7% | -32.8% | +5.8% |
| 3Y | +243.4% | +28.7% | +214.7% | +199.5% |
| 5Y | +194.2% | +110.7% | +83.5% | +108.7% |
| 10Y | +310.1% | +298.3% | +11.9% | +83.3% |
| All | +189.5% | +460.8% | -271.3% | -20.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling