+177.3%
GDX vs COP
+468.3%
-291.0%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.6% | +1.6% | +2.0% |
| 7D | +13.6% | -11.5% | +25.2% | +17.6% |
| 30D | +2.5% | +5.0% | -2.4% | +0.5% |
| 3M | +4.4% | +17.5% | -13.1% | -1.4% |
| 6M | -5.2% | +16.2% | -21.5% | -11.0% |
| YTD | +2.1% | +48.8% | -46.6% | -12.7% |
| 1Y | +24.7% | +64.1% | -39.4% | +3.1% |
| 3Y | +211.3% | +25.7% | +185.6% | +173.9% |
| 5Y | +186.7% | +114.4% | +72.3% | +102.3% |
| 10Y | +285.3% | +331.7% | -46.3% | +65.2% |
| All | +177.3% | +468.3% | -291.0% | -24.4% |
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