-10.7%
GDXJ vs CARR
-1.7%
-9.0%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -2.3% | -1.7% | -2.9% |
| 7D | -6.2% | -4.1% | -2.1% | -4.3% |
| 30D | +4.6% | -11.0% | +15.6% | +10.5% |
| 3M | +31.3% | -16.4% | +47.6% | +41.0% |
| 6M | -10.7% | -2.4% | -8.3% | -13.5% |
| All | -10.7% | -1.7% | -9.0% | -13.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling