+391.8%
GDX vs CARR
+421.5%
-29.7%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.4% | -0.3% | +0.9% |
| 7D | -2.2% | -3.8% | +1.6% | -1.6% |
| 30D | +6.8% | -8.9% | +15.7% | +8.2% |
| 3M | +24.9% | -17.3% | +42.2% | +28.2% |
| 6M | -4.2% | -1.4% | -2.8% | -4.0% |
| YTD | +13.2% | +10.0% | +3.2% | +12.2% |
| 1Y | +40.2% | -6.4% | +46.6% | +41.2% |
| 3Y | +249.6% | +1.5% | +248.0% | +245.4% |
| 5Y | +230.4% | +9.3% | +221.1% | +215.6% |
| All | +391.8% | +421.5% | -29.7% | +440.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CARR.
Daily Out/Under-Performance
Portfolio return minus CARR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CARR 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 CARR 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