+177.9%
KO vs GDXJ
+233.7%
-55.9%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GDXJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -4.0% | +4.3% | +0.6% |
| 7D | -1.1% | -6.2% | +5.1% | -0.7% |
| 30D | +1.6% | +4.6% | -3.1% | +1.2% |
| 3M | +5.8% | +31.3% | -25.5% | +3.6% |
| 6M | +14.3% | -10.7% | +25.0% | +14.6% |
| YTD | +27.3% | +9.1% | +18.2% | +25.4% |
| 1Y | +33.2% | +44.1% | -11.0% | +27.8% |
| 3Y | +64.5% | +285.4% | -220.9% | +43.5% |
| 5Y | +83.1% | +228.4% | -145.3% | +59.8% |
| All | +177.9% | +233.7% | -55.9% | +138.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GDXJ.
Daily Out/Under-Performance
Portfolio return minus GDXJ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GDXJ 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 GDXJ 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