+124.7%
GDXJ vs CSGP
-63.4%
+188.2%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -0.6% | -4.1% | -4.6% |
| 7D | -4.9% | -6.1% | +1.2% | -4.3% |
| 30D | -10.0% | +0.3% | -10.3% | -10.4% |
| 3M | -16.6% | -1.3% | -15.3% | -17.0% |
| 6M | -23.3% | -8.9% | -14.4% | -23.2% |
| YTD | -12.4% | -55.2% | +42.8% | -1.2% |
| 1Y | +0.5% | -56.4% | +56.9% | +13.9% |
| 3Y | +220.5% | -62.2% | +282.7% | +265.6% |
| 5Y | +124.7% | -63.7% | +188.4% | +164.3% |
| All | +124.7% | -63.4% | +188.2% | +164.3% |
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