+140.4%
GDXJ vs JD
-60.4%
+200.8%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -0.2% | -5.7% | -5.9% |
| 7D | +11.8% | +5.2% | +6.6% | +10.8% |
| 30D | -7.1% | +4.5% | -11.6% | -7.9% |
| 3M | -10.5% | -15.4% | +4.9% | -7.9% |
| 6M | -15.5% | -6.0% | -9.5% | -14.9% |
| YTD | -6.6% | +2.2% | -8.7% | -7.2% |
| 1Y | +11.3% | -6.7% | +18.0% | +12.3% |
| 3Y | +242.0% | +20.5% | +221.4% | +219.8% |
| All | +140.4% | -60.4% | +200.8% | +143.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling