+233.2%
GDXJ vs CAPR
-63.2%
+296.4%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -8.7% | +4.1% | -4.6% |
| 7D | -4.9% | +19.1% | -24.0% | -5.2% |
| 30D | -10.0% | +48.8% | -58.8% | -10.5% |
| 3M | -16.6% | +144.4% | -161.0% | -17.9% |
| 6M | -23.3% | -67.5% | +44.2% | -23.0% |
| YTD | -12.4% | -64.5% | +52.1% | -12.3% |
| 1Y | +0.5% | +74.4% | -74.0% | -4.0% |
| 3Y | +220.5% | +265.7% | -45.2% | +190.4% |
| 5Y | +124.7% | +196.0% | -71.2% | +101.9% |
| All | +233.2% | -63.2% | +296.4% | +179.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 CAPR 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