+349.2%
GDX vs CSX
+422.0%
-72.8%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.6% | -3.1% | -1.7% |
| 7D | +0.7% | -0.3% | +1.0% | +0.7% |
| 30D | -3.8% | +8.7% | -12.4% | -5.1% |
| 3M | -5.4% | +4.2% | -9.7% | -6.1% |
| 6M | -12.7% | +16.7% | -29.4% | -15.0% |
| YTD | -0.7% | +44.5% | -45.1% | -6.3% |
| 1Y | +11.9% | +50.3% | -38.4% | +4.9% |
| 3Y | +223.9% | +76.3% | +147.6% | +193.9% |
| 5Y | +163.2% | +58.1% | +105.0% | +140.6% |
| 10Y | +349.2% | +416.4% | -67.2% | +290.0% |
| All | +349.2% | +422.0% | -72.8% | +290.0% |
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