+177.9%
KO vs GDX
+308.1%
-130.2%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.5% | +3.8% | +0.5% |
| 7D | -1.1% | -5.4% | +4.3% | -0.8% |
| 30D | +1.6% | +6.6% | -5.0% | +1.1% |
| 3M | +5.8% | +30.1% | -24.4% | +3.8% |
| 6M | +14.3% | -7.1% | +21.4% | +14.5% |
| YTD | +27.3% | +12.0% | +15.4% | +25.4% |
| 1Y | +33.2% | +41.2% | -8.0% | +28.3% |
| 3Y | +64.5% | +251.0% | -186.5% | +45.2% |
| 5Y | +83.1% | +226.7% | -143.6% | +60.9% |
| All | +177.9% | +308.1% | -130.2% | +141.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GDX.
Daily Out/Under-Performance
Portfolio return minus GDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GDX 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 10y: compounded portfolio wealth divided by compounded GDX 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…
10y analysis · Full analysis span regression · 6 months rolling