+158.1%
GDXJ vs CSGP
-63.4%
+221.5%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -4.7% | +7.5% | +3.3% |
| 7D | +13.4% | +1.3% | +12.2% | +13.3% |
| 30D | -1.3% | +10.7% | -12.0% | -3.0% |
| 3M | -1.5% | +3.3% | -4.8% | -2.6% |
| 6M | -12.2% | -10.3% | -1.9% | -11.9% |
| YTD | -5.3% | -54.6% | +49.3% | +6.6% |
| 1Y | +22.0% | -54.6% | +76.6% | +37.3% |
| 3Y | +224.9% | -60.3% | +285.3% | +266.7% |
| All | +158.1% | -63.4% | +221.5% | +202.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling