+24.7%
GDX vs CPRT
-23.4%
+48.1%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.6% | +3.8% | +2.5% |
| 7D | +13.6% | +6.0% | +7.6% | +12.5% |
| 30D | +2.5% | +20.0% | -17.5% | -0.9% |
| 3M | +4.4% | +10.1% | -5.7% | +3.3% |
| 6M | -5.2% | -4.3% | -0.9% | -3.7% |
| YTD | +2.1% | -18.4% | +20.5% | +6.7% |
| 1Y | +24.7% | -20.1% | +44.8% | +29.1% |
| All | +24.7% | -23.4% | +48.1% | +29.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling