+158.4%
GDX vs COST
+2,927.5%
-2,769.1%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.3% | -1.5% | -0.5% |
| 7D | -6.8% | +5.0% | -11.8% | -7.8% |
| 30D | -2.1% | +12.8% | -14.9% | -4.8% |
| 3M | -7.5% | +15.2% | -22.7% | -10.6% |
| 6M | -15.2% | +7.4% | -22.6% | -16.9% |
| YTD | -4.8% | +29.0% | -33.9% | -11.0% |
| 1Y | +6.7% | +20.3% | -13.6% | +1.4% |
| 3Y | +212.7% | +99.0% | +113.7% | +160.3% |
| 5Y | +151.7% | +125.7% | +26.0% | +100.7% |
| 10Y | +330.3% | +775.3% | -445.0% | +142.6% |
| All | +158.4% | +2,927.5% | -2,769.1% | -7.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling