+301.2%
GDX vs CSGP
+63.3%
+237.9%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -4.7% | +6.8% | +2.6% |
| 7D | +13.6% | +1.3% | +12.4% | +13.5% |
| 30D | +2.5% | +10.7% | -8.2% | +1.2% |
| 3M | +4.4% | +3.3% | +1.1% | +3.6% |
| 6M | -5.2% | -10.3% | +5.1% | -5.0% |
| YTD | +2.1% | -54.6% | +56.7% | +10.2% |
| 1Y | +24.7% | -54.6% | +79.3% | +34.5% |
| 3Y | +211.3% | -60.3% | +271.6% | +237.5% |
| 5Y | +186.7% | -63.3% | +250.0% | +211.6% |
| All | +301.2% | +63.3% | +237.9% | +332.6% |
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