+173.1%
GDX vs JAAA
+29.3%
+143.8%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.1% | -2.3% | -2.3% |
| 7D | -0.4% | +0.2% | -0.6% | -0.7% |
| 30D | +18.6% | +0.5% | +18.1% | +17.6% |
| 3M | +14.9% | +1.3% | +13.6% | +12.6% |
| 6M | -6.3% | +2.7% | -8.9% | -9.9% |
| YTD | +15.7% | +3.2% | +12.5% | +10.4% |
| 1Y | +54.8% | +4.9% | +49.9% | +44.1% |
| 3Y | +253.4% | +19.0% | +234.4% | +168.8% |
| 5Y | +219.7% | +26.8% | +192.9% | +112.6% |
| All | +173.1% | +29.3% | +143.8% | +64.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling