+226.7%
GDX vs JBLU
-71.4%
+298.2%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.2% | -3.7% | -3.5% |
| 7D | -5.4% | -4.8% | -0.6% | -5.0% |
| 30D | +6.6% | -24.4% | +31.0% | +9.2% |
| 3M | +30.1% | -4.8% | +34.9% | +30.1% |
| 6M | -7.1% | -0.5% | -6.6% | -7.6% |
| YTD | +12.0% | -3.5% | +15.5% | +11.3% |
| 1Y | +41.2% | -13.6% | +54.8% | +41.1% |
| 3Y | +251.0% | -15.3% | +266.2% | +231.7% |
| 5Y | +226.7% | -70.1% | +296.8% | +215.9% |
| All | +226.7% | -71.4% | +298.2% | +215.9% |
Cumulative growth
Daily Returns
Daily percentage return beside JBLU.
Daily Out/Under-Performance
Portfolio return minus JBLU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JBLU 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 JBLU 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