+171.4%
GDX vs CSGP
+491.8%
-320.4%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.6% | +3.0% | +1.6% |
| 7D | +5.4% | +13.9% | -8.5% | +3.4% |
| 30D | -2.8% | +16.0% | -18.8% | -5.5% |
| 3M | +2.5% | +6.1% | -3.6% | +0.8% |
| 6M | -0.1% | -8.2% | +8.1% | -0.1% |
| YTD | 0.0% | -52.3% | +52.3% | +10.5% |
| 1Y | +22.2% | -54.5% | +76.7% | +36.0% |
| 3Y | +201.4% | -58.6% | +260.0% | +235.7% |
| 5Y | +180.6% | -61.5% | +242.1% | +211.9% |
| 10Y | +277.2% | +74.7% | +202.5% | +201.8% |
| All | +171.4% | +491.8% | -320.4% | +41.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling