+37.8%
GDXJ vs COO
+700.7%
-662.9%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -9.1% |
| 3M | -14.6% | -18.2% | +3.7% | -9.9% |
| 6M | -23.2% | +5.3% | -28.6% | -25.4% |
| YTD | -13.0% | -23.6% | +10.6% | -6.8% |
| 1Y | +2.8% | -12.7% | +15.4% | +5.7% |
| 3Y | +221.5% | -24.2% | +245.7% | +237.7% |
| 5Y | +123.4% | -40.0% | +163.4% | +146.8% |
| 10Y | +238.2% | +41.6% | +196.6% | +194.4% |
| All | +37.8% | +700.7% | -662.9% | -40.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling