+291.6%
GDX vs JBL
+1,478.7%
-1,187.0%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -2.8% | -0.7% | -2.9% |
| 7D | -5.4% | -1.0% | -4.4% | -5.2% |
| 30D | +6.6% | -15.1% | +21.6% | +9.7% |
| 3M | +30.1% | -14.0% | +44.2% | +33.1% |
| 6M | -7.1% | +20.6% | -27.7% | -10.4% |
| YTD | +12.0% | +32.9% | -20.9% | +6.0% |
| 1Y | +41.2% | +40.5% | +0.7% | +32.3% |
| 3Y | +251.0% | +183.7% | +67.2% | +184.3% |
| 5Y | +226.7% | +388.3% | -161.6% | +137.6% |
| All | +291.6% | +1,478.7% | -1,187.0% | +139.9% |
Cumulative growth
Daily Returns
Daily percentage return beside JBL.
Daily Out/Under-Performance
Portfolio return minus JBL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JBL 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 10y: compounded portfolio wealth divided by compounded JBL 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…
10y analysis · Full analysis span regression · 6 months rolling