+204.7%
GDX vs CSGP
-58.5%
+263.2%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.6% | +3.0% | +1.4% |
| 7D | +5.4% | +13.9% | -8.5% | +5.2% |
| 30D | -2.8% | +16.0% | -18.8% | -3.4% |
| 3M | +2.5% | +6.1% | -3.6% | +2.1% |
| 6M | -0.1% | -8.2% | +8.1% | +0.3% |
| YTD | 0.0% | -52.3% | +52.3% | +7.1% |
| 1Y | +22.2% | -54.5% | +76.7% | +31.6% |
| All | +204.7% | -58.5% | +263.2% | +215.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling