+284.7%
GDXJ vs CART
+14.3%
+270.4%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -6.0% | +4.9% | -0.3% |
| 7D | +4.3% | -4.1% | +8.4% | +4.9% |
| 30D | +8.4% | -4.3% | +12.8% | +9.1% |
| 3M | +25.5% | +13.1% | +12.4% | +23.4% |
| 6M | -6.3% | +26.0% | -32.4% | -9.7% |
| YTD | +12.1% | +6.7% | +5.4% | +10.2% |
| 1Y | +51.1% | +6.3% | +44.8% | +48.0% |
| All | +284.7% | +14.3% | +270.4% | +247.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CART.
Daily Out/Under-Performance
Portfolio return minus CART return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CART 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 CART 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