+18.8%
JPM vs GDXJ
+45.5%
-26.7%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GDXJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.1% | -0.3% | +0.7% |
| 7D | -0.7% | -2.8% | +2.1% | -0.4% |
| 30D | -2.5% | +5.0% | -7.4% | -3.0% |
| 3M | +14.1% | +24.1% | -9.9% | +11.0% |
| 6M | +25.1% | -7.4% | +32.4% | +24.6% |
| YTD | +12.1% | +10.2% | +1.9% | +8.0% |
| 1Y | +18.8% | +42.5% | -23.7% | +13.1% |
| All | +18.8% | +45.5% | -26.7% | +13.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling