+223.4%
GDXJ vs CART
+133.8%
+89.6%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -0.7% | -4.0% | -4.6% |
| 7D | -4.9% | +1.2% | -6.1% | -5.1% |
| 30D | -10.0% | +17.8% | -27.7% | -12.0% |
| 3M | -16.6% | +20.7% | -37.3% | -18.9% |
| 6M | -23.3% | +49.7% | -73.0% | -27.6% |
| YTD | -12.4% | +30.0% | -42.5% | -16.4% |
| 1Y | +0.5% | +48.4% | -47.9% | -6.0% |
| All | +223.4% | +133.8% | +89.6% | +172.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling