+3.4%
GDXJ vs JD
-9.5%
+12.8%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -1.3% | -3.4% | -4.2% |
| 7D | -4.9% | -4.0% | -0.9% | -3.4% |
| 30D | -10.0% | +2.7% | -12.6% | -11.0% |
| 3M | -16.6% | -13.0% | -3.6% | -11.9% |
| 6M | -23.3% | -12.7% | -10.6% | -19.2% |
| YTD | -12.4% | -0.8% | -11.6% | -12.6% |
| All | +3.4% | -9.5% | +12.8% | +7.6% |
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