+215.1%
GDXJ vs JCI
+348.5%
-133.4%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.2% | -1.2% | +0.3% |
| 7D | -2.8% | +0.7% | -3.5% | -3.0% |
| 30D | +5.0% | -4.4% | +9.4% | +6.4% |
| 3M | +24.1% | +1.7% | +22.4% | +23.0% |
| 6M | -7.4% | +8.8% | -16.1% | -10.1% |
| YTD | +10.2% | +22.6% | -12.4% | +3.0% |
| 1Y | +42.5% | +36.2% | +6.3% | +29.0% |
| 3Y | +285.7% | +168.0% | +117.7% | +175.7% |
| 5Y | +231.9% | +113.5% | +118.4% | +147.8% |
| All | +215.1% | +348.5% | -133.4% | +81.5% |
Cumulative growth
Daily Returns
Daily percentage return beside JCI.
Daily Out/Under-Performance
Portfolio return minus JCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JCI 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 10y: compounded portfolio wealth divided by compounded JCI 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…
10y analysis · Full analysis span regression · 6 months rolling