+260.9%
GDX vs JD
-8.1%
+269.0%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.9% | -4.1% | -2.5% |
| 7D | -0.4% | -1.7% | +1.3% | -0.1% |
| 30D | +18.6% | -13.2% | +31.8% | +21.5% |
| 3M | +14.9% | -3.2% | +18.1% | +15.3% |
| 6M | -6.3% | +15.2% | -21.5% | -8.5% |
| YTD | +15.7% | +2.0% | +13.8% | +15.1% |
| 1Y | +54.8% | -5.4% | +60.2% | +55.4% |
| All | +260.9% | -8.1% | +269.0% | +250.5% |
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