+47.9%
GDXJ vs CAPR
-98.7%
+146.6%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -9.9% | +4.0% | -5.8% |
| 7D | +11.8% | +7.6% | +4.1% | +11.7% |
| 30D | -7.1% | +13.3% | -20.4% | -7.3% |
| 3M | -10.5% | +130.4% | -140.9% | -12.0% |
| 6M | -15.5% | -70.8% | +55.3% | -14.9% |
| YTD | -6.6% | -69.3% | +62.7% | -6.1% |
| 1Y | +11.3% | +59.5% | -48.2% | +5.2% |
| 3Y | +242.0% | +216.8% | +25.2% | +208.1% |
| 5Y | +147.7% | +152.7% | -5.0% | +121.4% |
| 10Y | +233.7% | -68.2% | +301.9% | +182.0% |
| All | +47.9% | -98.7% | +146.6% | +22.1% |
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