+236.3%
GDXJ vs CAPR
+76.3%
+160.0%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -4.6% | +6.0% | +1.4% |
| 7D | +0.9% | -12.6% | +13.6% | +1.0% |
| 30D | +8.8% | +124.4% | -115.6% | +8.2% |
| 3M | +29.8% | -66.8% | +96.6% | +30.1% |
| 6M | -5.8% | -71.8% | +66.0% | -5.5% |
| YTD | +13.6% | -70.1% | +83.7% | +13.9% |
| 1Y | +54.5% | +33.3% | +21.1% | +52.3% |
| 3Y | +301.4% | +36.7% | +264.7% | +258.8% |
| 5Y | +236.3% | +72.5% | +163.9% | +171.8% |
| All | +236.3% | +76.3% | +160.0% | +171.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling