+42.5%
GDXJ vs COPX
+73.7%
-31.2%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.1% | +1.1% | +1.1% |
| 7D | -2.8% | -2.3% | -0.5% | -1.0% |
| 30D | +5.0% | +0.3% | +4.7% | +4.5% |
| 3M | +24.1% | +6.8% | +17.3% | +16.6% |
| 6M | -7.4% | +7.9% | -15.3% | -14.1% |
| YTD | +10.2% | +23.7% | -13.5% | -8.7% |
| 1Y | +42.5% | +71.5% | -29.0% | -10.7% |
| All | +42.5% | +73.7% | -31.2% | -10.7% |
Cumulative growth
Daily Returns
Daily percentage return beside COPX.
Daily Out/Under-Performance
Portfolio return minus COPX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COPX 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 1y: compounded portfolio wealth divided by compounded COPX 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…
1y analysis · Full analysis span regression · 6 months rolling