The Argentina striker admits he's been proud to wear the captain's armband on occasions in the last season.
He said: "I get along great with everyone on the squad. I spend most of my time with Di Maria. We watch River Plate and Rosario matches together. Real Madrid have a healthy squad. I love to kid around in the dressing room and make people laugh, but I also have moments of stress, like everyone else.
"I greatly admire and idolise Alfredo di Stefano. He lived it all at Real Madrid and transmits it. It is amazing. I love to listen to him. I learn from what he has to say. I managed to see the dream of being Real Madrid's captain in some games come true for me. I was never the team captain, but I felt proud to wear the armband. It's good that there is really just one captain."