+202.1%
GDX vs CART
+37.6%
+164.5%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.4% | +3.8% | +1.6% |
| 7D | +5.4% | +1.2% | +4.2% | +5.3% |
| 30D | -2.8% | +27.1% | -29.9% | -5.4% |
| 3M | +2.5% | +27.4% | -25.0% | -0.4% |
| 6M | -0.1% | +32.1% | -32.2% | -3.6% |
| YTD | 0.0% | +28.5% | -28.5% | -3.7% |
| 1Y | +22.2% | +58.8% | -36.6% | +14.8% |
| 3Y | +201.4% | +114.8% | +86.6% | +167.6% |
| All | +202.1% | +37.6% | +164.5% | +171.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling