+226.7%
GDX vs CARR
+6.4%
+220.4%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -2.3% | -1.2% | -2.9% |
| 7D | -5.4% | -4.1% | -1.2% | -4.4% |
| 30D | +6.6% | -11.0% | +17.5% | +9.5% |
| 3M | +30.1% | -16.4% | +46.5% | +35.3% |
| 6M | -7.1% | -2.4% | -4.7% | -6.8% |
| YTD | +12.0% | +8.4% | +3.5% | +10.3% |
| 1Y | +41.2% | -8.0% | +49.2% | +43.3% |
| 3Y | +251.0% | +0.6% | +250.4% | +239.8% |
| 5Y | +226.7% | +7.7% | +219.0% | +183.1% |
| All | +226.7% | +6.4% | +220.4% | +183.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling