+150.7%
GDX vs CAPR
+172.3%
-21.6%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -6.9% | +6.7% | -0.2% |
| 7D | -6.8% | +5.9% | -12.7% | -6.8% |
| 30D | -2.1% | +44.6% | -46.7% | -2.3% |
| 3M | -7.5% | +126.4% | -133.9% | -7.9% |
| 6M | -15.2% | -68.6% | +53.4% | -15.1% |
| YTD | -4.8% | -67.0% | +62.2% | -4.8% |
| 1Y | +6.7% | +65.2% | -58.4% | +6.0% |
| 3Y | +212.7% | +235.6% | -22.8% | +179.5% |
| All | +150.7% | +172.3% | -21.6% | +113.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling