+283.8%
GDX vs CAPR
-75.3%
+359.1%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.3% | -3.5% | -2.2% |
| 7D | -0.4% | -2.0% | +1.6% | -0.4% |
| 30D | +18.6% | +139.2% | -120.6% | +17.7% |
| 3M | +14.9% | -66.4% | +81.3% | +15.2% |
| 6M | -6.3% | -63.1% | +56.9% | -6.0% |
| YTD | +15.7% | -67.4% | +83.2% | +16.0% |
| 1Y | +54.8% | +58.2% | -3.4% | +50.9% |
| 3Y | +253.4% | +42.2% | +211.2% | +237.2% |
| 5Y | +219.7% | +87.3% | +132.4% | +201.1% |
| All | +283.8% | -75.3% | +359.1% | +262.2% |
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