+233.2%
GDXJ vs JD
+29.5%
+203.7%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -1.3% | -3.4% | -4.5% |
| 7D | -4.9% | -4.0% | -0.9% | -4.3% |
| 30D | -10.0% | +2.7% | -12.6% | -10.3% |
| 3M | -16.6% | -13.0% | -3.6% | -14.7% |
| 6M | -23.3% | -12.7% | -10.6% | -21.7% |
| YTD | -12.4% | -0.8% | -11.6% | -12.5% |
| 1Y | +0.5% | -8.9% | +9.4% | +1.8% |
| 3Y | +220.5% | +17.0% | +203.4% | +202.1% |
| 5Y | +124.7% | -63.5% | +188.2% | +142.7% |
| All | +233.2% | +29.5% | +203.7% | +161.7% |
Cumulative growth
Daily Returns
Daily percentage return beside JD.
Daily Out/Under-Performance
Portfolio return minus JD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JD 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 JD 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