+71.2%
BKR vs GDXJ
+285.5%
-214.3%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GDXJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.1% | -1.6% | -0.7% |
| 7D | -7.0% | -2.8% | -4.2% | -6.5% |
| 30D | -8.1% | +5.0% | -13.1% | -9.0% |
| 3M | -6.6% | +24.1% | -30.7% | -10.4% |
| 6M | +0.9% | -7.4% | +8.2% | +1.1% |
| YTD | +31.1% | +10.2% | +20.9% | +26.8% |
| 1Y | +27.7% | +42.5% | -14.8% | +17.0% |
| 3Y | +71.2% | +285.7% | -214.5% | +24.4% |
| All | +71.2% | +285.5% | -214.3% | +24.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling