+21.8%
GDXJ vs CSGP
-53.2%
+75.0%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | +4.0% | +5.6% | +9.9% |
| 7D | -0.2% | +18.3% | -18.5% | +1.1% |
| 30D | -7.6% | +17.8% | -25.4% | -6.6% |
| 3M | +2.3% | +9.3% | -7.0% | +3.0% |
| 6M | -7.8% | -7.9% | +0.1% | -7.4% |
| YTD | -8.4% | -51.5% | +43.2% | -1.0% |
| 1Y | +21.8% | -53.3% | +75.1% | +32.5% |
| All | +21.8% | -53.2% | +75.0% | +32.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CSGP.
Daily Out/Under-Performance
Portfolio return minus CSGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CSGP 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 CSGP 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