+1,313.0%
JPM vs GDX
+220.3%
+1,092.8%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.2% | +1.3% | -0.7% |
| 7D | +0.3% | -0.4% | +0.7% | +0.3% |
| 30D | -0.2% | +18.6% | -18.8% | -1.8% |
| 3M | +15.9% | +14.9% | +1.0% | +14.1% |
| 6M | +20.9% | -6.3% | +27.2% | +21.0% |
| YTD | +12.9% | +15.7% | -2.8% | +10.4% |
| 1Y | +20.3% | +54.8% | -34.5% | +14.4% |
| 3Y | +160.9% | +253.4% | -92.5% | +128.4% |
| 5Y | +154.8% | +219.7% | -64.8% | +122.7% |
| 10Y | +591.1% | +300.2% | +290.9% | +474.8% |
| All | +1,313.0% | +220.3% | +1,092.8% | +900.5% |
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