+231.2%
GDXJ vs COO
+41.1%
+190.1%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.7% | -1.3% | -0.8% |
| 7D | -8.1% | +0.5% | -8.6% | -8.2% |
| 30D | -5.5% | +14.2% | -19.6% | -9.3% |
| 3M | -14.6% | -18.2% | +3.7% | -9.5% |
| 6M | -23.2% | +5.3% | -28.6% | -25.7% |
| YTD | -13.0% | -23.6% | +10.6% | -6.1% |
| 1Y | +2.8% | -12.7% | +15.4% | +6.0% |
| 3Y | +221.5% | -24.2% | +245.7% | +238.9% |
| 5Y | +123.4% | -40.0% | +163.4% | +146.1% |
| All | +231.2% | +41.1% | +190.1% | +224.1% |
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