+1,115.5%
JPM vs GDXJ
+73.6%
+1,041.9%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GDXJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.2% | -0.3% | -1.3% |
| 7D | -0.4% | +4.3% | -4.7% | -0.7% |
| 30D | -1.1% | +8.4% | -9.6% | -1.9% |
| 3M | +14.1% | +25.5% | -11.4% | +11.7% |
| 6M | +23.3% | -6.3% | +29.6% | +23.2% |
| YTD | +11.3% | +12.1% | -0.8% | +9.2% |
| 1Y | +23.0% | +51.1% | -28.1% | +17.7% |
| 3Y | +162.6% | +296.1% | -133.5% | +130.3% |
| 5Y | +152.8% | +228.1% | -75.3% | +122.3% |
| 10Y | +583.6% | +211.8% | +371.8% | +487.4% |
| All | +1,115.5% | +73.6% | +1,041.9% | +976.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling