+224.9%
GDXJ vs CART
+38.4%
+186.6%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.6% | +2.2% | +2.7% |
| 7D | +13.4% | +3.0% | +10.5% | +13.0% |
| 30D | -1.3% | +28.6% | -29.8% | -4.6% |
| 3M | -1.5% | +29.1% | -30.6% | -4.9% |
| 6M | -12.2% | +44.7% | -56.9% | -16.6% |
| YTD | -5.3% | +29.2% | -34.5% | -9.3% |
| 1Y | +22.0% | +66.2% | -44.2% | +12.8% |
| 3Y | +224.9% | +112.8% | +112.1% | +182.2% |
| All | +224.9% | +38.4% | +186.6% | +185.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling