+297.5%
GDXJ vs COR
+85.9%
+211.6%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.4% | +1.8% | +1.3% |
| 7D | +0.9% | -3.9% | +4.8% | +0.8% |
| 30D | +8.8% | -0.3% | +9.1% | +8.8% |
| 3M | +29.8% | +15.9% | +14.0% | +30.5% |
| 6M | -5.8% | -10.3% | +4.4% | -3.7% |
| YTD | +13.6% | -3.7% | +17.3% | +16.1% |
| 1Y | +54.5% | +9.1% | +45.4% | +56.4% |
| All | +297.5% | +85.9% | +211.6% | +267.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling