+349.2%
GDX vs CSGP
+65.4%
+283.7%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.2% | -1.3% | -1.5% |
| 7D | +0.7% | -7.1% | +7.8% | +1.4% |
| 30D | -3.8% | +3.6% | -7.4% | -4.3% |
| 3M | -5.4% | -2.7% | -2.7% | -5.6% |
| 6M | -12.7% | -8.0% | -4.6% | -12.7% |
| YTD | -0.7% | -55.0% | +54.3% | +7.2% |
| 1Y | +11.9% | -55.8% | +67.6% | +21.0% |
| 3Y | +223.9% | -62.0% | +285.9% | +252.9% |
| 5Y | +163.2% | -62.9% | +226.1% | +185.8% |
| 10Y | +349.2% | +62.6% | +286.5% | +400.5% |
| All | +349.2% | +65.4% | +283.7% | +400.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling