+169.7%
GDX vs COR
+2,407.4%
-2,237.7%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.3% | -1.8% | -1.5% |
| 7D | +0.7% | -1.2% | +1.9% | +0.9% |
| 30D | -3.8% | +7.6% | -11.4% | -4.8% |
| 3M | -5.4% | +5.0% | -10.4% | -6.2% |
| 6M | -12.7% | +35.3% | -48.0% | -16.8% |
| YTD | -0.7% | +4.2% | -4.9% | -2.0% |
| 1Y | +11.9% | -3.4% | +15.3% | +11.7% |
| 3Y | +223.9% | +81.1% | +142.8% | +189.9% |
| 5Y | +163.2% | +195.8% | -32.6% | +117.2% |
| 10Y | +349.2% | +493.6% | -144.4% | +215.3% |
| All | +169.7% | +2,407.4% | -2,237.7% | -7.7% |
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