+159.0%
GDX vs JCI
+412.4%
-253.4%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.4% | -2.5% | -3.6% |
| 7D | -4.6% | +8.4% | -13.0% | -6.6% |
| 30D | -6.2% | -8.9% | +2.7% | -4.1% |
| 3M | -10.0% | -6.4% | -3.6% | -8.8% |
| 6M | -15.8% | +1.6% | -17.4% | -16.7% |
| YTD | -4.6% | +20.1% | -24.7% | -9.7% |
| 1Y | +4.0% | +17.2% | -13.2% | -1.0% |
| 3Y | +211.1% | +190.7% | +20.3% | +128.9% |
| 5Y | +152.3% | +99.9% | +52.4% | +101.3% |
| 10Y | +331.4% | +301.8% | +29.6% | +174.5% |
| All | +159.0% | +412.4% | -253.4% | -14.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling