+215.1%
GDXJ vs COR
+406.5%
-191.4%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.2% | +0.9% | +1.0% |
| 7D | -2.8% | -2.8% | 0.0% | -2.5% |
| 30D | +5.0% | +2.6% | +2.4% | +4.6% |
| 3M | +24.1% | +14.5% | +9.6% | +21.8% |
| 6M | -7.4% | -7.8% | +0.5% | -6.6% |
| YTD | +10.2% | -4.2% | +14.4% | +10.4% |
| 1Y | +42.5% | +7.0% | +35.5% | +40.2% |
| 3Y | +285.7% | +85.5% | +200.2% | +246.0% |
| 5Y | +231.9% | +181.2% | +50.7% | +180.8% |
| All | +215.1% | +406.5% | -191.4% | +156.1% |
Cumulative growth
Daily Returns
Daily percentage return beside COR.
Daily Out/Under-Performance
Portfolio return minus COR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COR 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 10y: compounded portfolio wealth divided by compounded COR 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…
10y analysis · Full analysis span regression · 6 months rolling