+79.5%
GDXJ vs COO
+789.4%
-709.8%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.5% | -1.0% | -2.1% |
| 7D | +0.2% | -2.2% | +2.4% | +0.9% |
| 30D | +17.9% | -7.0% | +24.9% | +20.4% |
| 3M | +15.3% | +12.2% | +3.1% | +10.6% |
| 6M | -9.4% | -15.1% | +5.7% | -5.4% |
| YTD | +13.4% | -15.1% | +28.5% | +18.4% |
| 1Y | +59.7% | +2.3% | +57.3% | +57.4% |
| 3Y | +283.6% | -23.7% | +307.2% | +304.5% |
| 5Y | +217.6% | -38.9% | +256.5% | +249.3% |
| 10Y | +225.7% | +49.9% | +175.7% | +180.0% |
| All | +79.5% | +789.4% | -709.8% | -24.0% |
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