+214.2%
GDX vs COST
+2,402.5%
-2,188.4%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.0% | -1.2% | -2.0% |
| 7D | -0.4% | -3.1% | +2.8% | +0.3% |
| 30D | +18.6% | -2.8% | +21.4% | +19.3% |
| 3M | +14.9% | -5.7% | +20.6% | +16.1% |
| 6M | -6.3% | -8.8% | +2.5% | -4.8% |
| YTD | +15.7% | +6.7% | +9.1% | +13.1% |
| 1Y | +54.8% | -3.6% | +58.5% | +54.7% |
| 3Y | +253.4% | +75.1% | +178.4% | +202.6% |
| 5Y | +219.7% | +108.9% | +110.8% | +159.1% |
| 10Y | +300.2% | +586.2% | -286.0% | +139.1% |
| All | +214.2% | +2,402.5% | -2,188.4% | +17.5% |
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