+319.2%
GDX vs JD
+26.7%
+292.5%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.2% | -5.2% | -5.4% |
| 7D | +11.5% | +5.2% | +6.3% | +10.7% |
| 30D | -3.1% | +4.5% | -7.6% | -3.7% |
| 3M | -4.4% | -15.4% | +11.0% | -2.4% |
| 6M | -8.6% | -6.0% | -2.5% | -8.1% |
| YTD | +0.8% | +2.2% | -1.3% | +0.4% |
| 1Y | +14.7% | -6.7% | +21.3% | +15.3% |
| 3Y | +228.8% | +20.5% | +208.2% | +213.6% |
| 5Y | +173.4% | -58.4% | +231.8% | +182.4% |
| 10Y | +319.2% | +32.5% | +286.8% | +249.0% |
| All | +319.2% | +26.7% | +292.5% | +249.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling