+187.6%
GDX vs CART
+40.2%
+147.5%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.7% | -0.9% | -0.3% |
| 7D | -6.8% | +1.3% | -8.1% | -6.9% |
| 30D | -2.1% | +19.2% | -21.3% | -4.1% |
| 3M | -7.5% | +17.6% | -25.1% | -9.3% |
| 6M | -15.2% | +47.4% | -62.5% | -19.0% |
| YTD | -4.8% | +30.9% | -35.7% | -8.5% |
| 1Y | +6.7% | +46.0% | -39.2% | +1.3% |
| 3Y | +212.7% | +130.3% | +82.4% | +176.0% |
| All | +187.6% | +40.2% | +147.5% | +157.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling