+291.6%
GDX vs JNJ
+196.9%
+94.8%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JNJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.3% | -3.2% | -3.4% |
| 7D | -5.4% | -4.3% | -1.0% | -4.6% |
| 30D | +6.6% | +3.0% | +3.5% | +6.0% |
| 3M | +30.1% | +12.2% | +17.9% | +27.2% |
| 6M | -7.1% | +10.5% | -17.6% | -9.0% |
| YTD | +12.0% | +30.8% | -18.8% | +6.2% |
| 1Y | +41.2% | +54.9% | -13.7% | +29.8% |
| 3Y | +251.0% | +80.7% | +170.3% | +212.5% |
| 5Y | +226.7% | +83.4% | +143.3% | +189.3% |
| All | +291.6% | +196.9% | +94.8% | +216.6% |
Cumulative growth
Daily Returns
Daily percentage return beside JNJ.
Daily Out/Under-Performance
Portfolio return minus JNJ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JNJ 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 10y: compounded portfolio wealth divided by compounded JNJ 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…
10y analysis · Full analysis span regression · 6 months rolling