+649.2%
KO vs GDX
+217.5%
+431.6%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.9% | +1.2% | +0.4% |
| 7D | +0.4% | +4.0% | -3.5% | +0.1% |
| 30D | +1.5% | +9.5% | -8.0% | +0.8% |
| 3M | +11.8% | +25.1% | -13.3% | +9.9% |
| 6M | +16.2% | -2.9% | +19.2% | +15.9% |
| YTD | +28.1% | +14.7% | +13.3% | +25.9% |
| 1Y | +34.8% | +47.4% | -12.7% | +29.6% |
| 3Y | +65.5% | +259.7% | -194.2% | +47.6% |
| 5Y | +81.6% | +227.7% | -146.1% | +61.8% |
| 10Y | +176.7% | +289.0% | -112.2% | +138.8% |
| All | +649.2% | +217.5% | +431.6% | +478.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling