+228.9%
GDX vs CSGP
-64.7%
+293.6%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +15.6% |
| 6M | -6.3% | -35.1% | +28.8% | -1.4% |
| YTD | +15.7% | -54.0% | +69.8% | +27.5% |
| 1Y | +54.8% | -65.3% | +120.1% | +78.4% |
| 3Y | +253.4% | -62.6% | +316.0% | +295.5% |
| All | +228.9% | -64.7% | +293.6% | +267.4% |
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 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