+136.3%
GDXJ vs COO
-41.3%
+177.7%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.0% | -0.7% | -1.3% |
| 7D | +0.3% | -2.3% | +2.6% | +1.1% |
| 30D | -7.4% | +13.3% | -20.7% | -11.6% |
| 3M | -11.9% | -18.1% | +6.2% | -5.7% |
| 6M | -19.3% | +6.7% | -26.0% | -22.9% |
| YTD | -8.1% | -23.2% | +15.1% | +0.6% |
| 1Y | +9.1% | -12.3% | +21.3% | +13.2% |
| 3Y | +236.2% | -23.6% | +259.8% | +252.4% |
| 5Y | +136.3% | -38.7% | +175.1% | +149.8% |
| All | +136.3% | -41.3% | +177.7% | +149.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling