+258.1%
GDX vs JBL
+189.2%
+68.9%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.3% | +1.4% | +1.1% |
| 7D | +1.9% | +4.0% | -2.1% | +1.1% |
| 30D | +9.9% | -7.5% | +17.4% | +11.4% |
| 3M | +28.2% | -14.1% | +42.3% | +31.2% |
| 6M | -2.9% | +25.9% | -28.8% | -6.8% |
| YTD | +16.0% | +36.7% | -20.7% | +9.9% |
| 1Y | +49.9% | +49.0% | +0.9% | +40.4% |
| All | +258.1% | +189.2% | +68.9% | +204.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling