+77.8%
JNJ vs GDXJ
+285.5%
-207.7%
-14.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GDXJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.1% | -1.3% | -0.3% |
| 7D | -3.5% | -2.8% | -0.7% | -3.5% |
| 30D | +2.3% | +5.0% | -2.6% | +2.2% |
| 3M | +12.0% | +24.1% | -12.1% | +11.4% |
| 6M | +10.5% | -7.4% | +17.8% | +10.7% |
| YTD | +30.4% | +10.2% | +20.2% | +29.8% |
| 1Y | +52.1% | +42.5% | +9.6% | +49.9% |
| 3Y | +77.8% | +285.7% | -207.9% | +68.8% |
| All | +77.8% | +285.5% | -207.7% | +68.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GDXJ.
Daily Out/Under-Performance
Portfolio return minus GDXJ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GDXJ 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 GDXJ 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