+1,254.5%
JPM vs GDX
+179.1%
+1,075.4%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -5.4% | +5.4% | +0.5% |
| 7D | +1.2% | +11.5% | -10.2% | +0.2% |
| 30D | +2.7% | -3.1% | +5.9% | +2.9% |
| 3M | -4.5% | -4.4% | 0.0% | -4.3% |
| 6M | +14.3% | -8.6% | +22.9% | +14.6% |
| YTD | +8.2% | +0.8% | +7.4% | +7.0% |
| 1Y | +10.0% | +14.7% | -4.6% | +7.5% |
| 3Y | +149.0% | +228.8% | -79.8% | +119.1% |
| 5Y | +131.0% | +173.4% | -42.3% | +104.6% |
| 10Y | +479.1% | +319.2% | +159.8% | +378.1% |
| All | +1,254.5% | +179.1% | +1,075.4% | +869.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling