+211.3%
GDX vs CSGP
-60.4%
+271.7%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -4.7% | +6.8% | +2.3% |
| 7D | +13.6% | +1.3% | +12.4% | +13.6% |
| 30D | +2.5% | +10.7% | -8.2% | +2.0% |
| 3M | +4.4% | +3.3% | +1.1% | +4.1% |
| 6M | -5.2% | -10.3% | +5.1% | -5.0% |
| YTD | +2.1% | -54.6% | +56.7% | +9.5% |
| 1Y | +24.7% | -54.6% | +79.3% | +33.6% |
| 3Y | +211.3% | -60.3% | +271.6% | +222.6% |
| All | +211.3% | -60.4% | +271.7% | +222.6% |
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 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