+158.4%
GDX vs JNJ
+764.1%
-605.7%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JNJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.8% | -1.0% | -0.5% |
| 7D | -6.8% | +3.5% | -10.3% | -7.7% |
| 30D | -2.1% | +12.5% | -14.7% | -5.4% |
| 3M | -7.5% | +9.6% | -17.1% | -10.1% |
| 6M | -15.2% | +25.3% | -40.5% | -21.0% |
| YTD | -4.8% | +40.3% | -45.1% | -14.3% |
| 1Y | +6.7% | +49.6% | -42.9% | -5.8% |
| 3Y | +212.7% | +110.8% | +102.0% | +147.1% |
| 5Y | +151.7% | +99.1% | +52.5% | +100.7% |
| 10Y | +330.3% | +216.6% | +113.8% | +180.3% |
| All | +158.4% | +764.1% | -605.7% | -12.6% |
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