+301.2%
GDX vs CSX
+440.0%
-138.8%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -3.4% | +5.5% | +2.7% |
| 7D | +13.6% | -5.5% | +19.2% | +14.6% |
| 30D | +2.5% | +4.9% | -2.4% | +1.6% |
| 3M | +4.4% | -2.9% | +7.2% | +4.8% |
| 6M | -5.2% | +8.3% | -13.6% | -6.6% |
| YTD | +2.1% | +36.7% | -34.6% | -2.8% |
| 1Y | +24.7% | +41.5% | -16.8% | +18.1% |
| 3Y | +211.3% | +68.6% | +142.7% | +184.6% |
| 5Y | +186.7% | +48.4% | +138.2% | +164.7% |
| All | +301.2% | +440.0% | -138.8% | +246.2% |
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