+418.4%
CSX vs GDXJ
+248.0%
+170.3%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GDXJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -4.7% | +5.6% | +1.4% |
| 7D | +3.1% | -4.9% | +8.0% | +3.5% |
| 30D | +9.7% | -10.0% | +19.7% | +10.6% |
| 3M | +4.9% | -16.6% | +21.5% | +6.4% |
| 6M | +18.4% | -23.3% | +41.6% | +20.5% |
| YTD | +45.9% | -12.4% | +58.3% | +45.6% |
| 1Y | +50.0% | +0.5% | +49.5% | +47.4% |
| 3Y | +78.0% | +220.5% | -142.5% | +50.8% |
| 5Y | +59.2% | +124.7% | -65.6% | +37.7% |
| All | +418.4% | +248.0% | +170.3% | +334.1% |
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