+296.1%
GDXJ vs CAPR
+42.0%
+254.1%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.6% | +2.5% | -1.1% |
| 7D | +4.3% | -9.5% | +13.8% | +4.3% |
| 30D | +8.4% | +121.5% | -113.1% | +8.3% |
| 3M | +25.5% | -65.4% | +90.9% | +25.6% |
| 6M | -6.3% | -67.5% | +61.2% | -6.3% |
| YTD | +12.1% | -68.6% | +80.7% | +12.1% |
| 1Y | +51.1% | +42.7% | +8.4% | +51.7% |
| 3Y | +296.1% | +43.4% | +252.7% | +263.5% |
| All | +296.1% | +42.0% | +254.1% | +263.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling