+295.6%
GDXJ vs CSGP
-61.9%
+357.5%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.4% | -0.1% | -2.4% |
| 7D | +0.2% | -4.1% | +4.2% | +0.4% |
| 30D | +17.9% | +2.3% | +15.5% | +17.7% |
| 3M | +15.3% | -8.2% | +23.5% | +15.9% |
| 6M | -9.4% | -35.1% | +25.6% | -5.3% |
| YTD | +13.4% | -54.0% | +67.4% | +24.1% |
| 1Y | +59.7% | -65.3% | +125.0% | +82.8% |
| All | +295.6% | -61.9% | +357.5% | +340.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling