+619.1%
JNJ vs GDXJ
+76.0%
+543.1%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GDXJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.3% | -2.1% | -0.8% |
| 7D | -3.0% | +0.9% | -3.9% | -3.0% |
| 30D | +2.5% | +8.8% | -6.3% | +2.1% |
| 3M | +13.2% | +29.8% | -16.6% | +11.8% |
| 6M | +11.3% | -5.8% | +17.1% | +11.2% |
| YTD | +31.1% | +13.6% | +17.5% | +29.8% |
| 1Y | +54.3% | +54.5% | -0.1% | +50.4% |
| 3Y | +81.1% | +301.4% | -220.2% | +68.3% |
| 5Y | +82.7% | +236.3% | -153.6% | +69.9% |
| 10Y | +196.5% | +240.1% | -43.6% | +171.0% |
| All | +619.1% | +76.0% | +543.1% | +570.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling