+159.0%
GDX vs JNJ
+757.3%
-598.3%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JNJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +1.1% | -5.1% | -4.3% |
| 7D | -4.6% | +4.1% | -8.7% | -5.6% |
| 30D | -6.2% | +14.0% | -20.2% | -9.7% |
| 3M | -10.0% | +9.2% | -19.2% | -12.4% |
| 6M | -15.8% | +27.8% | -43.5% | -22.1% |
| YTD | -4.6% | +39.2% | -43.8% | -13.9% |
| 1Y | +4.0% | +49.1% | -45.1% | -8.1% |
| 3Y | +211.1% | +109.7% | +101.4% | +146.1% |
| 5Y | +152.3% | +97.6% | +54.7% | +101.6% |
| 10Y | +331.4% | +214.1% | +117.3% | +181.6% |
| All | +159.0% | +757.3% | -598.3% | -12.1% |
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