+54.8%
GDX vs BRO
-24.4%
+79.3%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.6% | -0.6% | -2.7% |
| 7D | -0.4% | -2.6% | +2.2% | -1.2% |
| 30D | +18.6% | +0.9% | +17.7% | +18.9% |
| 3M | +14.9% | +24.8% | -9.9% | +24.8% |
| 6M | -6.3% | -0.1% | -6.2% | -4.2% |
| YTD | +15.7% | -9.7% | +25.4% | +16.6% |
| 1Y | +54.8% | -24.5% | +79.3% | +45.0% |
| All | +54.8% | -24.4% | +79.3% | +45.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BRO.
Daily Out/Under-Performance
Portfolio return minus BRO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRO 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 BRO 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