+287.2%
GDXJ vs CORZ
+213.0%
+74.3%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CORZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -4.0% | 0.0% | -3.6% |
| 7D | -6.2% | -3.0% | -3.3% | -6.0% |
| 30D | +4.6% | -12.1% | +16.7% | +5.9% |
| 3M | +31.3% | -32.4% | +63.7% | +35.3% |
| 6M | -10.7% | +12.4% | -23.0% | -11.8% |
| YTD | +9.1% | +19.3% | -10.2% | +7.5% |
| 1Y | +44.1% | +8.6% | +35.5% | +42.4% |
| All | +287.2% | +213.0% | +74.3% | +260.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CORZ.
Daily Out/Under-Performance
Portfolio return minus CORZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CORZ 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 CORZ 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