+434.2%
GDXJ vs CARR
+421.5%
+12.7%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.4% | -0.4% | +0.8% |
| 7D | -2.8% | -3.8% | +1.0% | -2.1% |
| 30D | +5.0% | -8.9% | +13.9% | +6.7% |
| 3M | +24.1% | -17.3% | +41.4% | +28.0% |
| 6M | -7.4% | -1.4% | -6.0% | -7.1% |
| YTD | +10.2% | +10.0% | +0.2% | +9.0% |
| 1Y | +42.5% | -6.4% | +48.9% | +43.9% |
| 3Y | +285.7% | +1.5% | +284.2% | +280.0% |
| 5Y | +231.9% | +9.3% | +222.6% | +213.4% |
| All | +434.2% | +421.5% | +12.7% | +510.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CARR.
Daily Out/Under-Performance
Portfolio return minus CARR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CARR 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 10y: compounded portfolio wealth divided by compounded CARR 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…
10y analysis · Full analysis span regression · 6 months rolling