+162.3%
JPM vs GDX
+258.3%
-96.0%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.1% | -0.7% | +0.2% |
| 7D | -0.4% | +1.9% | -2.3% | -0.6% |
| 30D | -1.4% | +9.9% | -11.3% | -2.3% |
| 3M | +13.9% | +28.2% | -14.3% | +11.0% |
| 6M | +23.5% | -2.9% | +26.4% | +22.8% |
| YTD | +11.6% | +16.0% | -4.3% | +8.9% |
| 1Y | +21.4% | +49.9% | -28.5% | +15.9% |
| All | +162.3% | +258.3% | -96.0% | +128.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GDX.
Daily Out/Under-Performance
Portfolio return minus GDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GDX 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 GDX 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