+253.3%
GDX vs CORZ
+213.0%
+40.3%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CORZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -4.0% | +0.5% | -3.1% |
| 7D | -5.4% | -3.0% | -2.4% | -5.2% |
| 30D | +6.6% | -12.1% | +18.7% | +7.6% |
| 3M | +30.1% | -32.4% | +62.5% | +33.3% |
| 6M | -7.1% | +12.4% | -19.5% | -8.0% |
| YTD | +12.0% | +19.3% | -7.3% | +10.7% |
| 1Y | +41.2% | +8.6% | +32.6% | +39.8% |
| All | +253.3% | +213.0% | +40.3% | +240.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling