+14.7%
GDX vs CSX
+47.0%
-32.3%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +1.2% | -6.6% | -5.9% |
| 7D | +11.5% | +0.7% | +10.7% | +11.1% |
| 30D | -3.1% | +8.1% | -11.2% | -6.2% |
| 3M | -4.4% | +2.2% | -6.6% | -5.0% |
| 6M | -8.6% | +14.6% | -23.2% | -15.6% |
| YTD | +0.8% | +42.2% | -41.4% | -14.1% |
| 1Y | +14.7% | +47.3% | -32.7% | -5.3% |
| All | +14.7% | +47.0% | -32.3% | -5.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling