+200.4%
GDX vs CORZ
+161.6%
+38.7%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CORZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.0% | -1.2% | -0.3% |
| 7D | -6.8% | +23.5% | -30.3% | -8.5% |
| 30D | -2.1% | +7.5% | -9.6% | -3.1% |
| 3M | -7.5% | -26.6% | +19.1% | -5.6% |
| 6M | -15.2% | -39.5% | +24.3% | -12.5% |
| YTD | -4.8% | -0.3% | -4.5% | -4.9% |
| 1Y | +6.7% | -4.2% | +10.9% | +6.7% |
| All | +200.4% | +161.6% | +38.7% | +192.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CORZ.
Daily Out/Under-Performance
Portfolio return minus CORZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CORZ 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 10y: compounded portfolio wealth divided by compounded CORZ 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…
10y analysis · Full analysis span regression · 6 months rolling