+291.3%
GDXJ vs CORZ
+223.2%
+68.1%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CORZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +3.3% | -2.2% | +0.7% |
| 7D | -2.8% | +0.3% | -3.1% | -2.9% |
| 30D | +5.0% | -14.0% | +19.0% | +6.4% |
| 3M | +24.1% | -34.1% | +58.2% | +28.2% |
| 6M | -7.4% | +8.5% | -15.8% | -8.3% |
| YTD | +10.2% | +23.2% | -13.0% | +8.3% |
| 1Y | +42.5% | +15.4% | +27.2% | +40.2% |
| All | +291.3% | +223.2% | +68.1% | +262.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling