+231.9%
GDXJ vs COO
-40.5%
+272.4%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.7% | +1.6% | -0.2% |
| 7D | +4.3% | -2.3% | +6.6% | +5.2% |
| 30D | +8.4% | -8.8% | +17.2% | +12.1% |
| 3M | +25.5% | +1.3% | +24.2% | +24.3% |
| 6M | -6.3% | -11.6% | +5.2% | -2.3% |
| YTD | +12.1% | -17.4% | +29.5% | +20.1% |
| 1Y | +51.1% | -1.6% | +52.7% | +50.8% |
| 3Y | +296.1% | -22.6% | +318.7% | +319.9% |
| All | +231.9% | -40.5% | +272.4% | +223.8% |
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