+303.3%
GDXJ vs CORZ
+225.9%
+77.4%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CORZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -3.4% | +4.8% | +1.7% |
| 7D | +0.9% | +7.6% | -6.7% | +0.2% |
| 30D | +8.8% | -6.9% | +15.8% | +9.5% |
| 3M | +29.8% | -33.0% | +62.9% | +34.0% |
| 6M | -5.8% | +19.3% | -25.1% | -7.5% |
| YTD | +13.6% | +24.2% | -10.6% | +11.5% |
| 1Y | +54.5% | +24.5% | +30.0% | +51.2% |
| All | +303.3% | +225.9% | +77.4% | +273.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling