+301.2%
GDX vs CPRT
+398.2%
-97.1%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.6% | +3.8% | +2.4% |
| 7D | +13.6% | +6.0% | +7.6% | +12.6% |
| 30D | +2.5% | +20.0% | -17.5% | -0.6% |
| 3M | +4.4% | +10.1% | -5.7% | +2.6% |
| 6M | -5.2% | -4.3% | -0.9% | -5.0% |
| YTD | +2.1% | -18.4% | +20.5% | +5.0% |
| 1Y | +24.7% | -20.1% | +44.8% | +28.5% |
| 3Y | +211.3% | -30.4% | +241.7% | +225.3% |
| 5Y | +186.7% | -17.0% | +203.6% | +186.0% |
| All | +301.2% | +398.2% | -97.1% | +318.6% |
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