+77.5%
GDXJ vs COR
+1,868.3%
-1,790.8%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.9% | +0.7% | -0.9% |
| 7D | +4.3% | -1.9% | +6.2% | +4.6% |
| 30D | +8.4% | +1.5% | +6.9% | +8.1% |
| 3M | +25.5% | +18.7% | +6.8% | +22.1% |
| 6M | -6.3% | -9.0% | +2.7% | -5.4% |
| YTD | +12.1% | -3.3% | +15.4% | +11.9% |
| 1Y | +51.1% | +9.8% | +41.2% | +47.3% |
| 3Y | +296.1% | +87.4% | +208.7% | +249.0% |
| 5Y | +228.1% | +180.5% | +47.6% | +169.7% |
| 10Y | +211.8% | +398.1% | -186.3% | +128.4% |
| All | +77.5% | +1,868.3% | -1,790.8% | -44.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling