+211.8%
GDXJ vs CAPR
-78.6%
+290.4%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -3.9% | 0.0% | -3.9% |
| 7D | -6.2% | -10.6% | +4.3% | -6.1% |
| 30D | +4.6% | +111.2% | -106.6% | +3.4% |
| 3M | +31.3% | -67.2% | +98.5% | +32.0% |
| 6M | -10.7% | -75.1% | +64.5% | -9.9% |
| YTD | +9.1% | -71.2% | +80.3% | +9.8% |
| 1Y | +44.1% | +31.1% | +13.0% | +38.0% |
| 3Y | +285.4% | +31.3% | +254.1% | +255.8% |
| 5Y | +228.4% | +69.4% | +159.0% | +197.3% |
| All | +211.8% | -78.6% | +290.4% | +172.2% |
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