+140.4%
GDXJ vs CAPR
+152.7%
-12.3%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -9.9% | +4.0% | -5.9% |
| 7D | +11.8% | +7.6% | +4.1% | +11.7% |
| 30D | -7.1% | +13.3% | -20.4% | -7.2% |
| 3M | -10.5% | +130.4% | -140.9% | -11.1% |
| 6M | -15.5% | -70.8% | +55.3% | -15.3% |
| YTD | -6.6% | -69.3% | +62.7% | -6.4% |
| 1Y | +11.3% | +59.5% | -48.2% | +9.4% |
| 3Y | +242.0% | +216.8% | +25.2% | +189.1% |
| All | +140.4% | +152.7% | -12.3% | +90.8% |
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