+281.6%
GDX vs CSGP
+45.2%
+236.4%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.4% | +0.2% | -2.0% |
| 7D | -0.4% | -4.1% | +3.7% | 0.0% |
| 30D | +18.6% | +2.3% | +16.3% | +18.2% |
| 3M | +14.9% | -8.2% | +23.1% | +15.5% |
| 6M | -6.3% | -35.1% | +28.8% | -2.1% |
| YTD | +15.7% | -54.0% | +69.8% | +25.6% |
| 1Y | +54.8% | -65.3% | +120.1% | +74.1% |
| 3Y | +253.4% | -62.6% | +316.0% | +289.1% |
| 5Y | +219.7% | -64.8% | +284.5% | +251.5% |
| All | +281.6% | +45.2% | +236.4% | +278.7% |
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