+159.0%
GDX vs JBL
+879.4%
-720.4%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.4% | -4.4% | -4.0% |
| 7D | -4.6% | +10.0% | -14.5% | -6.2% |
| 30D | -6.2% | -18.2% | +12.0% | -3.0% |
| 3M | -10.0% | -29.0% | +19.0% | -4.8% |
| 6M | -15.8% | -25.9% | +10.1% | -11.8% |
| YTD | -4.6% | +14.1% | -18.7% | -7.5% |
| 1Y | +4.0% | +21.7% | -17.6% | -0.3% |
| 3Y | +211.1% | +103.8% | +107.2% | +166.1% |
| 5Y | +152.3% | +310.0% | -157.7% | +88.3% |
| 10Y | +331.4% | +1,179.2% | -847.8% | +153.2% |
| All | +159.0% | +879.4% | -720.4% | +33.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling