+155.8%
GDX vs CAPR
-99.1%
+254.9%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +4.7% | -2.5% | +2.1% |
| 7D | +13.6% | +41.1% | -27.4% | +13.2% |
| 30D | +2.5% | +11.1% | -8.6% | +2.3% |
| 3M | +4.4% | +115.3% | -110.9% | +3.3% |
| 6M | -5.2% | -73.8% | +68.6% | -4.7% |
| YTD | +2.1% | -68.8% | +70.9% | +2.5% |
| 1Y | +24.7% | +43.3% | -18.6% | +20.5% |
| 3Y | +211.3% | +214.7% | -3.4% | +191.7% |
| 5Y | +186.7% | +141.3% | +45.4% | +167.4% |
| 10Y | +285.3% | -67.0% | +352.3% | +247.0% |
| All | +155.8% | -99.1% | +254.9% | +118.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling