+297.5%
GDXJ vs JD
-8.1%
+305.6%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.5% | +3.8% | +1.9% |
| 7D | +0.9% | -3.0% | +3.9% | +1.6% |
| 30D | +8.8% | -19.3% | +28.1% | +13.8% |
| 3M | +29.8% | -6.0% | +35.9% | +31.2% |
| 6M | -5.8% | +1.8% | -7.6% | -6.3% |
| YTD | +13.6% | -2.6% | +16.2% | +13.9% |
| 1Y | +54.5% | -17.4% | +71.9% | +59.4% |
| All | +297.5% | -8.1% | +305.6% | +295.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling