+326.3%
GDX vs JCI
+291.9%
+34.4%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.3% | +2.0% | +0.3% |
| 7D | -6.8% | +3.2% | -10.0% | -7.5% |
| 30D | -2.1% | -8.6% | +6.5% | -0.4% |
| 3M | -7.5% | -7.7% | +0.2% | -6.1% |
| 6M | -15.2% | -2.6% | -12.6% | -15.1% |
| YTD | -4.8% | +17.4% | -22.2% | -8.5% |
| 1Y | +6.7% | +16.9% | -10.2% | +2.7% |
| 3Y | +212.7% | +186.7% | +26.0% | +145.8% |
| 5Y | +151.7% | +95.4% | +56.3% | +108.7% |
| All | +326.3% | +291.9% | +34.4% | +198.0% |
Cumulative growth
Daily Returns
Daily percentage return beside JCI.
Daily Out/Under-Performance
Portfolio return minus JCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JCI 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 JCI 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