+194.2%
GDX vs CSGP
-62.4%
+256.6%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +2.3% | +2.1% | +4.2% |
| 7D | +15.6% | -1.8% | +17.4% | +15.7% |
| 30D | +2.4% | +5.3% | -2.8% | +1.6% |
| 3M | +1.7% | +3.3% | -1.6% | +0.9% |
| 6M | -3.3% | -4.7% | +1.4% | -3.6% |
| YTD | +6.6% | -53.5% | +60.2% | +17.0% |
| 1Y | +27.0% | -53.7% | +80.7% | +39.3% |
| 3Y | +243.4% | -59.7% | +303.1% | +278.6% |
| 5Y | +194.2% | -62.5% | +256.7% | +232.2% |
| All | +194.2% | -62.4% | +256.6% | +232.2% |
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