+200.2%
GDX vs CART
+40.2%
+160.0%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.7% | -2.2% | -1.6% |
| 7D | +0.7% | -0.6% | +1.3% | +0.8% |
| 30D | -3.8% | +23.1% | -26.8% | -6.0% |
| 3M | -5.4% | +19.2% | -24.6% | -7.4% |
| 6M | -12.7% | +45.7% | -58.4% | -16.5% |
| YTD | -0.7% | +30.9% | -31.5% | -4.5% |
| 1Y | +11.9% | +50.2% | -38.3% | +5.8% |
| 3Y | +223.9% | +133.5% | +90.4% | +185.7% |
| All | +200.2% | +40.2% | +160.0% | +169.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CART.
Daily Out/Under-Performance
Portfolio return minus CART return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CART 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 CART 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