+233.6%
GDX vs JAAA
+26.7%
+206.9%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | 0.0% | +1.1% | +1.1% |
| 7D | +1.9% | +0.1% | +1.8% | +1.7% |
| 30D | +9.9% | +0.5% | +9.5% | +9.2% |
| 3M | +28.2% | +1.2% | +27.0% | +26.1% |
| 6M | -2.9% | +2.7% | -5.6% | -6.3% |
| YTD | +16.0% | +3.2% | +12.8% | +11.3% |
| 1Y | +49.9% | +4.8% | +45.1% | +41.2% |
| 3Y | +263.6% | +19.0% | +244.6% | +189.1% |
| 5Y | +233.6% | +26.8% | +206.8% | +128.6% |
| All | +233.6% | +26.7% | +206.9% | +128.6% |
Cumulative growth
Daily Returns
Daily percentage return beside JAAA.
Daily Out/Under-Performance
Portfolio return minus JAAA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JAAA 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 5y: compounded portfolio wealth divided by compounded JAAA 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…
5y analysis · Full analysis span regression · 6 months rolling