+375.1%
GDX vs JD
+48.3%
+326.8%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.9% | -4.1% | -2.4% |
| 7D | -0.4% | -1.7% | +1.3% | -0.2% |
| 30D | +18.6% | -13.2% | +31.8% | +20.3% |
| 3M | +14.9% | -3.2% | +18.1% | +15.2% |
| 6M | -6.3% | +15.2% | -21.5% | -7.6% |
| YTD | +15.7% | +2.0% | +13.8% | +15.4% |
| 1Y | +54.8% | -5.4% | +60.2% | +55.3% |
| 3Y | +253.4% | -9.1% | +262.5% | +249.3% |
| 5Y | +219.7% | -59.6% | +279.3% | +226.7% |
| 10Y | +300.2% | +26.2% | +274.0% | +300.9% |
| All | +375.1% | +48.3% | +326.8% | +410.0% |
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 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