+285.7%
GDXJ vs JBL
+195.4%
+90.3%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +5.0% | -4.0% | -0.2% |
| 7D | -2.8% | +2.4% | -5.2% | -3.4% |
| 30D | +5.0% | -13.1% | +18.1% | +8.4% |
| 3M | +24.1% | -15.6% | +39.7% | +28.1% |
| 6M | -7.4% | +24.6% | -31.9% | -11.6% |
| YTD | +10.2% | +39.6% | -29.4% | +3.1% |
| 1Y | +42.5% | +48.6% | -6.1% | +31.8% |
| 3Y | +285.7% | +197.3% | +88.5% | +215.0% |
| All | +285.7% | +195.4% | +90.3% | +215.0% |
Cumulative growth
Daily Returns
Daily percentage return beside JBL.
Daily Out/Under-Performance
Portfolio return minus JBL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JBL 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 3y: compounded portfolio wealth divided by compounded JBL 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…
3y analysis · Full analysis span regression · 6 months rolling