+226.4%
GDX vs COST
+96.7%
+129.7%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.0% | -3.5% | -1.7% |
| 7D | +0.7% | +3.9% | -3.2% | +0.4% |
| 30D | -3.8% | +13.5% | -17.3% | -4.8% |
| 3M | -5.4% | +15.3% | -20.8% | -6.7% |
| 6M | -12.7% | +9.2% | -21.8% | -13.4% |
| YTD | -0.7% | +26.9% | -27.5% | -5.0% |
| 1Y | +11.9% | +19.7% | -7.8% | +8.3% |
| All | +226.4% | +96.7% | +129.7% | +182.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling