+233.6%
GDX vs COST
+103.8%
+129.8%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.8% | +1.9% | +1.2% |
| 7D | +1.9% | -2.8% | +4.7% | +2.4% |
| 30D | +9.9% | -5.3% | +15.2% | +11.0% |
| 3M | +28.2% | -6.7% | +34.9% | +29.6% |
| 6M | -2.9% | -9.9% | +7.0% | -1.4% |
| YTD | +16.0% | +5.1% | +10.8% | +13.3% |
| 1Y | +49.9% | -7.3% | +57.2% | +50.7% |
| 3Y | +263.6% | +70.4% | +193.2% | +209.0% |
| 5Y | +233.6% | +104.4% | +129.2% | +182.2% |
| All | +233.6% | +103.8% | +129.8% | +182.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling