+319.2%
GDX vs CSX
+416.0%
-96.8%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +1.2% | -6.6% | -5.6% |
| 7D | +11.5% | +0.7% | +10.7% | +11.3% |
| 30D | -3.1% | +8.1% | -11.2% | -4.4% |
| 3M | -4.4% | +2.2% | -6.6% | -4.8% |
| 6M | -8.6% | +14.6% | -23.2% | -10.7% |
| YTD | +0.8% | +42.2% | -41.4% | -4.6% |
| 1Y | +14.7% | +47.3% | -32.7% | +7.9% |
| 3Y | +228.8% | +73.5% | +155.2% | +199.1% |
| 5Y | +173.4% | +54.1% | +119.3% | +150.8% |
| 10Y | +319.2% | +409.0% | -89.7% | +261.6% |
| All | +319.2% | +416.0% | -96.8% | +261.6% |
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