+289.0%
GDX vs JD
+18.8%
+270.2%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.1% | +1.2% | -0.6% |
| 7D | +4.0% | -0.8% | +4.7% | +4.0% |
| 30D | +9.5% | -16.0% | +25.5% | +11.9% |
| 3M | +25.1% | -3.2% | +28.3% | +25.4% |
| 6M | -2.9% | +6.1% | -9.0% | -3.7% |
| YTD | +14.7% | -0.1% | +14.9% | +14.6% |
| 1Y | +47.4% | -12.7% | +60.2% | +49.3% |
| 3Y | +259.7% | -6.3% | +266.0% | +253.0% |
| 5Y | +227.7% | -61.3% | +289.0% | +240.4% |
| 10Y | +289.0% | +17.6% | +271.3% | +240.1% |
| All | +289.0% | +18.8% | +270.2% | +240.1% |
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