+177.3%
GDX vs COR
+2,290.4%
-2,113.2%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.8% | +4.0% | +2.4% |
| 7D | +13.6% | +0.8% | +12.8% | +13.5% |
| 30D | +2.5% | +5.1% | -2.6% | +1.8% |
| 3M | +4.4% | +2.8% | +1.6% | +3.8% |
| 6M | -5.2% | +32.5% | -37.8% | -9.4% |
| YTD | +2.1% | -0.7% | +2.8% | +1.5% |
| 1Y | +24.7% | -6.7% | +31.4% | +25.1% |
| 3Y | +211.3% | +73.7% | +137.6% | +180.3% |
| 5Y | +186.7% | +177.9% | +8.8% | +138.8% |
| 10Y | +285.3% | +533.8% | -248.4% | +164.5% |
| All | +177.3% | +2,290.4% | -2,113.2% | -4.4% |
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