+211.8%
GDXJ vs COO
+17.5%
+194.3%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -14.7% | +10.7% | +0.6% |
| 7D | -6.2% | -23.3% | +17.1% | +1.6% |
| 30D | +4.6% | -29.5% | +34.1% | +16.3% |
| 3M | +31.3% | -20.0% | +51.2% | +39.8% |
| 6M | -10.7% | -27.2% | +16.5% | -2.1% |
| YTD | +9.1% | -33.9% | +43.0% | +23.4% |
| 1Y | +44.1% | -19.9% | +64.1% | +52.8% |
| 3Y | +285.4% | -38.1% | +323.5% | +334.2% |
| 5Y | +228.4% | -52.0% | +280.4% | +286.6% |
| All | +211.8% | +17.5% | +194.3% | +219.5% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 10y: compounded portfolio wealth divided by compounded COO 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…
10y analysis · Full analysis span regression · 6 months rolling