+262.1%
GDX vs CORZ
+237.5%
+24.6%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CORZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +4.7% | -5.6% | -1.2% |
| 7D | +4.0% | +16.6% | -12.6% | +2.7% |
| 30D | +9.5% | -10.9% | +20.3% | +10.4% |
| 3M | +25.1% | -31.0% | +56.1% | +28.0% |
| 6M | -2.9% | +26.0% | -29.0% | -4.7% |
| YTD | +14.7% | +28.6% | -13.9% | +12.7% |
| 1Y | +47.4% | +34.5% | +13.0% | +44.3% |
| All | +262.1% | +237.5% | +24.6% | +246.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling