+207.3%
GDX vs JHX
+599.1%
-391.7%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.0% | +0.1% | +0.9% |
| 7D | -2.2% | -6.3% | +4.1% | -0.6% |
| 30D | +6.8% | -7.7% | +14.5% | +8.9% |
| 3M | +24.9% | +19.2% | +5.8% | +19.7% |
| 6M | -4.2% | +38.3% | -42.5% | -11.6% |
| YTD | +13.2% | +37.2% | -24.0% | +4.8% |
| 1Y | +40.2% | +42.3% | -2.1% | +27.8% |
| 3Y | +249.6% | -4.4% | +254.0% | +227.6% |
| 5Y | +230.4% | -26.4% | +256.8% | +221.1% |
| 10Y | +305.4% | +106.3% | +199.2% | +179.3% |
| All | +207.3% | +599.1% | -391.7% | +21.8% |
Cumulative growth
Daily Returns
Daily percentage return beside JHX.
Daily Out/Under-Performance
Portfolio return minus JHX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JHX 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 JHX 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