+214.2%
GDX vs JNJ
+732.3%
-518.1%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JNJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.1% | -1.0% | -1.9% |
| 7D | -0.4% | +2.7% | -3.1% | -1.1% |
| 30D | +18.6% | +7.4% | +11.2% | +16.2% |
| 3M | +14.9% | +21.2% | -6.3% | +8.1% |
| 6M | -6.3% | +13.4% | -19.7% | -10.0% |
| YTD | +15.7% | +35.1% | -19.4% | +5.4% |
| 1Y | +54.8% | +57.4% | -2.6% | +34.7% |
| 3Y | +253.4% | +86.8% | +166.7% | +189.8% |
| 5Y | +219.7% | +80.8% | +138.9% | +162.8% |
| 10Y | +300.2% | +202.7% | +97.5% | +164.7% |
| All | +214.2% | +732.3% | -518.1% | +7.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling