+249.6%
GDX vs BRO
-7.6%
+257.2%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.2% | +1.3% | +1.1% |
| 7D | -2.2% | -7.3% | +5.1% | -2.6% |
| 30D | +6.8% | -6.9% | +13.6% | +6.3% |
| 3M | +24.9% | +10.7% | +14.3% | +25.6% |
| 6M | -4.2% | -2.7% | -1.5% | -3.3% |
| YTD | +13.2% | -16.3% | +29.5% | +15.7% |
| 1Y | +40.2% | -29.1% | +69.3% | +45.9% |
| 3Y | +249.6% | -7.8% | +257.4% | +281.6% |
| All | +249.6% | -7.6% | +257.2% | +281.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling