-15.2%
GDX vs COST
+9.0%
-24.2%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | COST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.3% | -1.5% | +0.3% |
| 7D | -6.8% | +5.0% | -11.8% | -4.9% |
| 30D | -2.1% | +12.8% | -14.9% | +4.1% |
| 3M | -7.5% | +15.2% | -22.7% | -0.7% |
| 6M | -15.2% | +7.4% | -22.6% | -14.8% |
| All | -15.2% | +9.0% | -24.2% | -14.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling