+221.5%
GDXJ vs CAPR
+239.1%
-17.7%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -6.9% | +6.3% | -0.6% |
| 7D | -8.1% | +5.9% | -14.0% | -8.1% |
| 30D | -5.5% | +44.6% | -50.1% | -5.6% |
| 3M | -14.6% | +126.4% | -140.9% | -14.7% |
| 6M | -23.2% | -68.6% | +45.4% | -23.2% |
| YTD | -13.0% | -67.0% | +54.0% | -13.0% |
| 1Y | +2.8% | +65.2% | -62.4% | +3.4% |
| 3Y | +221.5% | +235.6% | -14.1% | +219.3% |
| All | +221.5% | +239.1% | -17.7% | +219.3% |
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