-12.2%
GDXJ vs CSGP
-12.6%
+0.4%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -4.7% | +7.5% | +2.2% |
| 7D | +13.4% | +1.3% | +12.2% | +13.7% |
| 30D | -1.3% | +10.7% | -12.0% | +0.5% |
| 3M | -1.5% | +3.3% | -4.8% | -0.2% |
| 6M | -12.2% | -10.3% | -1.9% | -19.8% |
| All | -12.2% | -12.6% | +0.4% | -19.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling