+44.1%
GDXJ vs JD
-17.4%
+61.5%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.1% | -4.1% | -4.0% |
| 7D | -6.2% | -2.6% | -3.6% | -5.4% |
| 30D | +4.6% | -15.4% | +20.0% | +11.0% |
| 3M | +31.3% | -5.0% | +36.3% | +32.4% |
| 6M | -10.7% | +0.9% | -11.6% | -11.9% |
| YTD | +9.1% | -2.5% | +11.6% | +9.2% |
| 1Y | +44.1% | -16.0% | +60.1% | +49.7% |
| All | +44.1% | -17.4% | +61.5% | +49.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling