+310.1%
GDX vs CSX
+436.1%
-125.9%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +2.8% | +1.6% | +4.0% |
| 7D | +15.6% | -2.2% | +17.8% | +16.0% |
| 30D | +2.4% | +6.8% | -4.4% | +1.3% |
| 3M | +1.7% | +0.7% | +1.1% | +1.6% |
| 6M | -3.3% | +13.3% | -16.6% | -5.4% |
| YTD | +6.6% | +40.5% | -33.9% | +1.1% |
| 1Y | +27.0% | +44.7% | -17.7% | +19.9% |
| 3Y | +243.4% | +74.5% | +168.9% | +212.6% |
| 5Y | +194.2% | +52.0% | +142.2% | +170.8% |
| 10Y | +310.1% | +412.6% | -102.5% | +270.7% |
| All | +310.1% | +436.1% | -125.9% | +270.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CSX.
Daily Out/Under-Performance
Portfolio return minus CSX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CSX 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 10y: compounded portfolio wealth divided by compounded CSX 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…
10y analysis · Full analysis span regression · 6 months rolling