+67.8%
CSX vs GDXJ
+222.2%
-154.4%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GDXJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.5% | +3.4% | +1.1% |
| 7D | -3.4% | +0.2% | -3.6% | -3.4% |
| 30D | -3.1% | +17.9% | -20.9% | -4.7% |
| 3M | +7.2% | +15.3% | -8.1% | +5.3% |
| 6M | +16.2% | -9.4% | +25.6% | +16.6% |
| YTD | +37.5% | +13.4% | +24.1% | +34.2% |
| 1Y | +53.2% | +59.7% | -6.4% | +43.3% |
| 3Y | +68.2% | +283.6% | -215.3% | +35.3% |
| All | +67.8% | +222.2% | -154.4% | +32.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling