+54.8%
GDX vs BRKR
+100.6%
-45.7%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BRKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.5% | -0.7% | -1.8% |
| 7D | -0.4% | +2.5% | -2.9% | -1.0% |
| 30D | +18.6% | +11.5% | +7.1% | +15.5% |
| 3M | +14.9% | -2.4% | +17.3% | +13.6% |
| 6M | -6.3% | +52.3% | -58.6% | -19.5% |
| YTD | +15.7% | +24.5% | -8.7% | +2.5% |
| 1Y | +54.8% | +97.3% | -42.5% | +33.6% |
| All | +54.8% | +100.6% | -45.7% | +33.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BRKR.
Daily Out/Under-Performance
Portfolio return minus BRKR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRKR 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 BRKR 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