+283.8%
GDX vs CSX
+501.4%
-217.6%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.9% | -3.1% | -2.3% |
| 7D | -0.4% | -3.4% | +3.0% | +0.2% |
| 30D | +18.6% | -3.1% | +21.7% | +19.3% |
| 3M | +14.9% | +7.2% | +7.7% | +13.5% |
| 6M | -6.3% | +16.2% | -22.4% | -8.7% |
| YTD | +15.7% | +37.5% | -21.8% | +10.0% |
| 1Y | +54.8% | +53.2% | +1.6% | +44.7% |
| 3Y | +253.4% | +68.2% | +185.2% | +222.5% |
| 5Y | +219.7% | +65.2% | +154.4% | +191.1% |
| All | +283.8% | +501.4% | -217.6% | +148.5% |
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