+79.5%
GDXJ vs CAPR
-98.7%
+178.2%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.3% | -3.8% | -2.5% |
| 7D | +0.2% | -2.0% | +2.2% | +0.2% |
| 30D | +17.9% | +139.2% | -121.3% | +16.0% |
| 3M | +15.3% | -66.4% | +81.7% | +16.0% |
| 6M | -9.4% | -63.1% | +53.7% | -9.1% |
| YTD | +13.4% | -67.4% | +80.8% | +14.0% |
| 1Y | +59.7% | +58.2% | +1.4% | +50.9% |
| 3Y | +283.6% | +42.2% | +241.4% | +251.7% |
| 5Y | +217.6% | +87.3% | +130.3% | +185.9% |
| 10Y | +225.7% | -75.3% | +300.9% | +177.0% |
| All | +79.5% | -98.7% | +178.2% | +48.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling