+154.6%
JPM vs GDXJ
+221.5%
-66.8%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GDXJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.0% | +3.7% | +0.1% |
| 7D | -2.3% | -6.2% | +3.9% | -1.7% |
| 30D | -2.3% | +4.6% | -7.0% | -3.0% |
| 3M | +14.9% | +31.3% | -16.4% | +11.0% |
| 6M | +23.6% | -10.7% | +34.3% | +24.0% |
| YTD | +11.3% | +9.1% | +2.2% | +8.6% |
| 1Y | +19.9% | +44.1% | -24.2% | +13.0% |
| 3Y | +162.6% | +285.4% | -122.8% | +114.4% |
| 5Y | +154.6% | +228.4% | -73.8% | +104.6% |
| All | +154.6% | +221.5% | -66.8% | +104.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling