+231.2%
GDXJ vs JD
+31.5%
+199.7%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.5% | -2.1% | -0.9% |
| 7D | -8.1% | -4.1% | -4.0% | -7.4% |
| 30D | -5.5% | +4.6% | -10.1% | -6.2% |
| 3M | -14.6% | -4.7% | -9.8% | -13.9% |
| 6M | -23.2% | -17.4% | -5.9% | -20.8% |
| YTD | -13.0% | +0.7% | -13.7% | -13.3% |
| 1Y | +2.8% | -5.9% | +8.6% | +3.5% |
| 3Y | +221.5% | +18.9% | +202.6% | +202.2% |
| 5Y | +123.4% | -62.9% | +186.3% | +140.6% |
| All | +231.2% | +31.5% | +199.7% | +159.4% |
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