+211.5%
GDX vs JBLU
-57.1%
+268.6%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.4% | +1.5% | -0.7% |
| 7D | +4.0% | +1.1% | +2.8% | +3.9% |
| 30D | +9.5% | -25.5% | +35.0% | +11.6% |
| 3M | +25.1% | -5.0% | +30.1% | +25.2% |
| 6M | -2.9% | +0.7% | -3.6% | -3.4% |
| YTD | +14.7% | -0.7% | +15.4% | +14.0% |
| 1Y | +47.4% | -12.7% | +60.2% | +47.4% |
| 3Y | +259.7% | -12.7% | +272.4% | +248.1% |
| 5Y | +227.7% | -69.3% | +296.9% | +232.6% |
| 10Y | +289.0% | -73.0% | +362.0% | +281.4% |
| All | +211.5% | -57.1% | +268.6% | +199.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling