+226.7%
GDX vs COPX
+167.3%
+59.5%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -7.0% | +3.5% | +1.2% |
| 7D | -5.4% | -2.9% | -2.5% | -3.7% |
| 30D | +6.6% | 0.0% | +6.5% | +6.5% |
| 3M | +30.1% | +14.8% | +15.3% | +18.8% |
| 6M | -7.1% | +7.0% | -14.1% | -11.1% |
| YTD | +12.0% | +23.8% | -11.9% | -1.7% |
| 1Y | +41.2% | +75.7% | -34.5% | +0.5% |
| 3Y | +251.0% | +156.4% | +94.6% | +93.0% |
| 5Y | +226.7% | +167.6% | +59.2% | +70.4% |
| All | +226.7% | +167.3% | +59.5% | +70.4% |
Cumulative growth
Daily Returns
Daily percentage return beside COPX.
Daily Out/Under-Performance
Portfolio return minus COPX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COPX 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 COPX 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