+214.2%
GDX vs COR
+2,271.7%
-2,057.6%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.9% | -0.3% | -1.9% |
| 7D | -0.4% | +2.8% | -3.2% | -0.8% |
| 30D | +18.6% | +4.5% | +14.1% | +17.8% |
| 3M | +14.9% | +22.7% | -7.8% | +11.2% |
| 6M | -6.3% | -9.7% | +3.5% | -5.2% |
| YTD | +15.7% | -1.4% | +17.2% | +15.2% |
| 1Y | +54.8% | +13.9% | +40.9% | +50.2% |
| 3Y | +253.4% | +94.0% | +159.5% | +212.5% |
| 5Y | +219.7% | +184.0% | +35.6% | +165.4% |
| 10Y | +300.2% | +406.8% | -106.6% | +189.2% |
| All | +214.2% | +2,271.7% | -2,057.6% | +8.5% |
Cumulative growth
Daily Returns
Daily percentage return beside COR.
Daily Out/Under-Performance
Portfolio return minus COR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COR 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 COR 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