+233.7%
GDXJ vs CSGP
+61.5%
+172.2%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -2.9% | -3.1% | -5.6% |
| 7D | +11.8% | -3.2% | +14.9% | +12.3% |
| 30D | -7.1% | +2.2% | -9.3% | -7.8% |
| 3M | -10.5% | -3.7% | -6.9% | -10.7% |
| 6M | -15.5% | -7.4% | -8.1% | -15.6% |
| YTD | -6.6% | -54.9% | +48.3% | +4.0% |
| 1Y | +11.3% | -54.9% | +66.2% | +23.9% |
| 3Y | +242.0% | -61.9% | +303.9% | +285.4% |
| 5Y | +147.7% | -63.1% | +210.8% | +177.7% |
| 10Y | +233.7% | +65.1% | +168.5% | +311.8% |
| All | +233.7% | +61.5% | +172.2% | +311.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling