+211.3%
GDX vs JD
+16.8%
+194.5%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.6% | +0.5% | +1.9% |
| 7D | +13.6% | +13.4% | +0.3% | +11.2% |
| 30D | +2.5% | +7.7% | -5.2% | +1.2% |
| 3M | +4.4% | -11.3% | +15.7% | +6.4% |
| 6M | -5.2% | -5.1% | -0.1% | -4.7% |
| YTD | +2.1% | +5.0% | -2.9% | +1.0% |
| 1Y | +24.7% | -5.6% | +30.3% | +25.2% |
| 3Y | +211.3% | +17.8% | +193.5% | +191.6% |
| All | +211.3% | +16.8% | +194.5% | +191.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling