+428.6%
GDXJ vs CARR
+414.1%
+14.6%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -2.3% | -1.7% | -3.6% |
| 7D | -6.2% | -4.1% | -2.1% | -5.5% |
| 30D | +4.6% | -11.0% | +15.6% | +6.8% |
| 3M | +31.3% | -16.4% | +47.6% | +35.3% |
| 6M | -10.7% | -2.4% | -8.3% | -10.3% |
| YTD | +9.1% | +8.4% | +0.6% | +8.1% |
| 1Y | +44.1% | -8.0% | +52.1% | +45.9% |
| 3Y | +285.4% | +0.6% | +284.8% | +280.4% |
| 5Y | +228.4% | +7.7% | +220.6% | +210.9% |
| All | +428.6% | +414.1% | +14.6% | +505.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling