+42.5%
GDXJ vs COR
+9.0%
+33.6%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.2% | +0.9% | +1.1% |
| 7D | -2.8% | -2.8% | 0.0% | -3.2% |
| 30D | +5.0% | +2.6% | +2.4% | +5.4% |
| 3M | +24.1% | +14.5% | +9.6% | +26.8% |
| 6M | -7.4% | -7.8% | +0.5% | -4.4% |
| YTD | +10.2% | -4.2% | +14.4% | +16.2% |
| 1Y | +42.5% | +7.0% | +35.5% | +57.0% |
| All | +42.5% | +9.0% | +33.6% | +57.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling