+21.2%
GDX vs CSX
+45.3%
-24.0%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +2.8% | +1.6% | +3.4% |
| 7D | +15.6% | -2.2% | +17.8% | +16.4% |
| 30D | +2.4% | +6.8% | -4.4% | -0.4% |
| 3M | +1.7% | +0.7% | +1.1% | +1.7% |
| 6M | -3.3% | +13.3% | -16.6% | -10.4% |
| YTD | +6.6% | +40.5% | -33.9% | -8.7% |
| All | +21.2% | +45.3% | -24.0% | +0.6% |
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 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