+74.5%
GDXJ vs JHX
+495.6%
-421.1%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.0% | +0.1% | +0.8% |
| 7D | -2.8% | -6.3% | +3.5% | -1.0% |
| 30D | +5.0% | -7.7% | +12.7% | +7.4% |
| 3M | +24.1% | +19.2% | +4.9% | +18.0% |
| 6M | -7.4% | +38.3% | -45.6% | -15.6% |
| YTD | +10.2% | +37.2% | -27.0% | +0.8% |
| 1Y | +42.5% | +42.3% | +0.3% | +28.1% |
| 3Y | +285.7% | -4.4% | +290.1% | +257.8% |
| 5Y | +231.9% | -26.4% | +258.2% | +222.5% |
| 10Y | +230.0% | +106.3% | +123.7% | +116.3% |
| All | +74.5% | +495.6% | -421.1% | -30.1% |
Cumulative growth
Daily Returns
Daily percentage return beside JHX.
Daily Out/Under-Performance
Portfolio return minus JHX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JHX 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 all: compounded portfolio wealth divided by compounded JHX 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…
all analysis · Full analysis span regression · 6 months rolling