+427.3%
CSX vs GDXJ
+213.7%
+213.6%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GDXJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +2.8% | -6.2% | -3.6% |
| 7D | -5.5% | +13.4% | -19.0% | -6.7% |
| 30D | +4.9% | -1.3% | +6.2% | +4.9% |
| 3M | -2.9% | -1.5% | -1.3% | -3.1% |
| 6M | +8.3% | -12.2% | +20.6% | +8.9% |
| YTD | +36.7% | -5.3% | +42.0% | +35.5% |
| 1Y | +41.5% | +22.0% | +19.5% | +36.5% |
| 3Y | +68.6% | +224.9% | -156.3% | +43.2% |
| 5Y | +48.4% | +160.6% | -112.2% | +26.9% |
| All | +427.3% | +213.7% | +213.6% | +340.7% |
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