+173.4%
GDX vs JCI
+103.9%
+69.5%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.3% | -5.2% | -5.4% |
| 7D | +11.5% | -5.9% | +17.3% | +13.0% |
| 30D | -3.1% | -10.4% | +7.2% | -0.4% |
| 3M | -4.4% | -6.1% | +1.7% | -3.2% |
| 6M | -8.6% | +1.7% | -10.3% | -9.7% |
| YTD | +0.8% | +18.9% | -18.0% | -4.3% |
| 1Y | +14.7% | +16.1% | -1.5% | +9.5% |
| 3Y | +228.8% | +187.8% | +40.9% | +141.3% |
| 5Y | +173.4% | +103.2% | +70.2% | +101.4% |
| All | +173.4% | +103.9% | +69.5% | +101.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling