+590.9%
JPM vs GDXJ
+237.3%
+353.6%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GDXJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.1% | -0.3% | +0.7% |
| 7D | -0.7% | -2.8% | +2.1% | -0.5% |
| 30D | -2.5% | +5.0% | -7.4% | -2.9% |
| 3M | +14.1% | +24.1% | -9.9% | +12.1% |
| 6M | +25.1% | -7.4% | +32.4% | +25.0% |
| YTD | +12.1% | +10.2% | +1.9% | +10.4% |
| 1Y | +18.8% | +42.5% | -23.7% | +14.8% |
| 3Y | +163.4% | +285.7% | -122.3% | +136.3% |
| 5Y | +156.5% | +231.9% | -75.3% | +129.4% |
| All | +590.9% | +237.3% | +353.6% | +533.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GDXJ.
Daily Out/Under-Performance
Portfolio return minus GDXJ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GDXJ 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 10y: compounded portfolio wealth divided by compounded GDXJ 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…
10y analysis · Full analysis span regression · 6 months rolling