+149.0%
JPM vs GDX
+227.6%
-78.6%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -5.4% | +5.4% | +0.5% |
| 7D | +1.2% | +11.5% | -10.2% | +0.1% |
| 30D | +2.7% | -3.1% | +5.9% | +2.8% |
| 3M | -4.5% | -4.4% | 0.0% | -4.4% |
| 6M | +14.3% | -8.6% | +22.9% | +14.4% |
| YTD | +8.2% | +0.8% | +7.4% | +6.6% |
| 1Y | +10.0% | +14.7% | -4.6% | +7.2% |
| 3Y | +149.0% | +228.8% | -79.8% | +120.2% |
| All | +149.0% | +227.6% | -78.6% | +120.2% |
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