+140.5%
GDXJ vs JAAA
+29.3%
+111.3%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | 0.0% | -4.0% | -3.9% |
| 7D | -6.2% | +0.1% | -6.3% | -6.4% |
| 30D | +4.6% | +0.4% | +4.2% | +3.8% |
| 3M | +31.3% | +1.2% | +30.1% | +28.5% |
| 6M | -10.7% | +2.7% | -13.3% | -14.7% |
| YTD | +9.1% | +3.2% | +5.9% | +3.3% |
| 1Y | +44.1% | +4.8% | +39.3% | +32.9% |
| 3Y | +285.4% | +19.0% | +266.4% | +184.0% |
| 5Y | +228.4% | +26.8% | +201.6% | +110.6% |
| All | +140.5% | +29.3% | +111.3% | +31.8% |
Cumulative growth
Daily Returns
Daily percentage return beside JAAA.
Daily Out/Under-Performance
Portfolio return minus JAAA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JAAA 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 JAAA 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