+265.2%
GDX vs CORZ
+222.3%
+42.8%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CORZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.1% | -2.1% | -2.2% |
| 7D | -0.4% | +8.4% | -8.7% | -1.0% |
| 30D | +18.6% | -17.8% | +36.4% | +20.4% |
| 3M | +14.9% | -35.9% | +50.8% | +18.2% |
| 6M | -6.3% | +12.9% | -19.2% | -7.3% |
| YTD | +15.7% | +22.9% | -7.1% | +14.1% |
| 1Y | +54.8% | +31.4% | +23.5% | +52.1% |
| All | +265.2% | +222.3% | +42.8% | +250.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling