+150.7%
GDX vs CSGP
-62.5%
+213.2%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.9% | -3.1% | -0.5% |
| 7D | -6.8% | +1.3% | -8.1% | -6.9% |
| 30D | -2.1% | +2.8% | -4.9% | -2.7% |
| 3M | -7.5% | -6.3% | -1.2% | -7.3% |
| 6M | -15.2% | -3.2% | -12.0% | -15.6% |
| YTD | -4.8% | -54.0% | +49.1% | +4.6% |
| 1Y | +6.7% | -54.8% | +61.5% | +17.6% |
| 3Y | +212.7% | -60.6% | +273.3% | +246.1% |
| All | +150.7% | -62.5% | +213.2% | +184.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling