+1,270.8%
JPM vs GDX
+163.4%
+1,107.4%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.2% | +1.2% | +1.0% |
| 7D | +3.5% | -6.8% | +10.3% | +4.1% |
| 30D | +3.3% | -2.1% | +5.4% | +3.4% |
| 3M | -4.2% | -7.5% | +3.3% | -3.8% |
| 6M | +16.4% | -15.2% | +31.6% | +17.5% |
| YTD | +9.5% | -4.8% | +14.3% | +8.9% |
| 1Y | +14.0% | +6.7% | +7.3% | +12.1% |
| 3Y | +153.1% | +212.7% | -59.7% | +123.8% |
| 5Y | +134.9% | +151.7% | -16.8% | +109.5% |
| 10Y | +485.7% | +330.3% | +155.4% | +381.7% |
| All | +1,270.8% | +163.4% | +1,107.4% | +886.3% |
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