+72.7%
GDXJ vs JBLU
-16.2%
+88.9%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.2% | -4.2% | -4.0% |
| 7D | -6.2% | -4.8% | -1.4% | -5.7% |
| 30D | +4.6% | -24.4% | +29.1% | +8.0% |
| 3M | +31.3% | -4.8% | +36.0% | +31.4% |
| 6M | -10.7% | -0.5% | -10.2% | -11.3% |
| YTD | +9.1% | -3.5% | +12.6% | +8.2% |
| 1Y | +44.1% | -13.6% | +57.7% | +44.3% |
| 3Y | +285.4% | -15.3% | +300.6% | +262.1% |
| 5Y | +228.4% | -70.1% | +298.5% | +241.4% |
| 10Y | +226.5% | -72.9% | +299.5% | +216.3% |
| All | +72.7% | -16.2% | +88.9% | +15.0% |
Cumulative growth
Daily Returns
Daily percentage return beside JBLU.
Daily Out/Under-Performance
Portfolio return minus JBLU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JBLU 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 JBLU 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