+229.8%
GDXJ vs CSGP
-64.7%
+294.5%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.4% | -0.1% | -2.2% |
| 7D | +0.2% | -4.1% | +4.2% | +0.7% |
| 30D | +17.9% | +2.3% | +15.5% | +17.4% |
| 3M | +15.3% | -8.2% | +23.5% | +16.2% |
| 6M | -9.4% | -35.1% | +25.6% | -3.5% |
| YTD | +13.4% | -54.0% | +67.4% | +28.0% |
| 1Y | +59.7% | -65.3% | +125.0% | +90.3% |
| 3Y | +283.6% | -62.6% | +346.1% | +340.9% |
| All | +229.8% | -64.7% | +294.5% | +274.8% |
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 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