+310.1%
GDX vs CAPR
-64.9%
+375.1%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +9.4% | -5.0% | +4.3% |
| 7D | +15.6% | +36.0% | -20.5% | +15.3% |
| 30D | +2.4% | +25.8% | -23.4% | +2.2% |
| 3M | +1.7% | +140.8% | -139.1% | +0.9% |
| 6M | -3.3% | -67.6% | +64.3% | -3.1% |
| YTD | +6.6% | -65.9% | +72.5% | +6.8% |
| 1Y | +27.0% | +66.1% | -39.1% | +23.9% |
| 3Y | +243.4% | +256.9% | -13.5% | +224.2% |
| 5Y | +194.2% | +172.1% | +22.1% | +176.5% |
| 10Y | +310.1% | -64.7% | +374.8% | +263.6% |
| All | +310.1% | -64.9% | +375.1% | +263.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 10y: compounded portfolio wealth divided by compounded CAPR 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…
10y analysis · Full analysis span regression · 6 months rolling