+291.6%
GDX vs COST
+609.8%
-318.1%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | 0.0% | -3.4% | -3.5% |
| 7D | -5.4% | -2.5% | -2.9% | -4.9% |
| 30D | +6.6% | -4.4% | +11.0% | +7.3% |
| 3M | +30.1% | -8.1% | +38.2% | +31.9% |
| 6M | -7.1% | -9.2% | +2.1% | -5.9% |
| YTD | +12.0% | +5.1% | +6.9% | +9.9% |
| 1Y | +41.2% | -5.1% | +46.3% | +41.4% |
| 3Y | +251.0% | +70.4% | +180.6% | +208.9% |
| 5Y | +226.7% | +104.7% | +122.0% | +175.7% |
| All | +291.6% | +609.8% | -318.1% | +225.6% |
Cumulative growth
Daily Returns
Daily percentage return beside COST.
Daily Out/Under-Performance
Portfolio return minus COST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COST 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 COST 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