+60.0%
GDXJ vs COPX
+179.8%
-119.8%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -7.0% | +3.0% | +0.5% |
| 7D | -6.2% | -2.9% | -3.3% | -4.6% |
| 30D | +4.6% | 0.0% | +4.6% | +4.7% |
| 3M | +31.3% | +14.8% | +16.5% | +20.7% |
| 6M | -10.7% | +7.0% | -17.7% | -13.5% |
| YTD | +9.1% | +23.8% | -14.8% | -3.1% |
| 1Y | +44.1% | +75.7% | -31.6% | +3.5% |
| 3Y | +285.4% | +156.4% | +129.0% | +116.4% |
| 5Y | +228.4% | +167.6% | +60.8% | +77.5% |
| 10Y | +226.5% | +569.1% | -342.6% | -10.0% |
| All | +60.0% | +179.8% | -119.8% | -20.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling