+319.3%
GDX vs JD
+52.8%
+266.5%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.6% | +0.5% | +2.0% |
| 7D | +13.6% | +13.4% | +0.3% | +12.2% |
| 30D | +2.5% | +7.7% | -5.2% | +1.8% |
| 3M | +4.4% | -11.3% | +15.7% | +5.6% |
| 6M | -5.2% | -5.1% | -0.1% | -4.9% |
| YTD | +2.1% | +5.0% | -2.9% | +1.5% |
| 1Y | +24.7% | -5.6% | +30.3% | +25.1% |
| 3Y | +211.3% | +17.8% | +193.5% | +201.3% |
| 5Y | +186.7% | -57.2% | +243.8% | +191.7% |
| 10Y | +285.3% | +34.8% | +250.5% | +285.1% |
| All | +319.3% | +52.8% | +266.5% | +348.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling