+24.8%
GDX vs JD
-9.8%
+34.6%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +3.0% | +6.0% | +7.9% |
| 7D | +0.8% | +9.0% | -8.2% | -2.1% |
| 30D | -3.2% | +5.2% | -8.4% | -4.9% |
| 3M | +8.6% | -15.9% | +24.5% | +15.2% |
| 6M | -1.2% | -7.7% | +6.5% | +0.5% |
| YTD | -1.4% | +0.1% | -1.4% | -1.8% |
| 1Y | +24.8% | -9.7% | +34.5% | +31.3% |
| All | +24.8% | -9.8% | +34.6% | +31.3% |
Cumulative growth
Daily Returns
Daily percentage return beside JD.
Daily Out/Under-Performance
Portfolio return minus JD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JD 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 1y: compounded portfolio wealth divided by compounded JD 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…
1y analysis · Full analysis span regression · 6 months rolling