+54.8%
GDX vs CSGP
-64.9%
+119.8%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.4% | +0.2% | -2.4% |
| 7D | -0.4% | -4.1% | +3.7% | -0.7% |
| 30D | +18.6% | +2.3% | +16.3% | +19.0% |
| 3M | +14.9% | -8.2% | +23.1% | +14.2% |
| 6M | -6.3% | -35.1% | +28.8% | -7.3% |
| YTD | +15.7% | -54.0% | +69.8% | +14.6% |
| 1Y | +54.8% | -65.3% | +120.1% | +47.4% |
| All | +54.8% | -64.9% | +119.8% | +47.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CSGP.
Daily Out/Under-Performance
Portfolio return minus CSGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CSGP 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 1y: compounded portfolio wealth divided by compounded CSGP 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…
1y analysis · Full analysis span regression · 6 months rolling