+289.0%
GDX vs CPRT
+411.2%
-122.2%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.3% | +2.5% | -0.3% |
| 7D | +4.0% | +0.4% | +3.6% | +3.9% |
| 30D | +9.5% | +9.9% | -0.4% | +7.8% |
| 3M | +25.1% | +5.6% | +19.5% | +23.7% |
| 6M | -2.9% | -13.6% | +10.7% | -0.8% |
| YTD | +14.7% | -16.7% | +31.5% | +17.9% |
| 1Y | +47.4% | -33.1% | +80.5% | +56.9% |
| 3Y | +259.7% | -27.1% | +286.7% | +273.9% |
| 5Y | +227.7% | -9.9% | +237.5% | +223.1% |
| 10Y | +289.0% | +415.3% | -126.4% | +206.4% |
| All | +289.0% | +411.2% | -122.2% | +206.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CPRT.
Daily Out/Under-Performance
Portfolio return minus CPRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPRT 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 CPRT 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