+207.3%
GDX vs BRO
+452.6%
-245.2%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.2% | +1.3% | +1.2% |
| 7D | -2.2% | -7.3% | +5.1% | -0.8% |
| 30D | +6.8% | -6.9% | +13.6% | +8.1% |
| 3M | +24.9% | +10.7% | +14.3% | +21.9% |
| 6M | -4.2% | -2.7% | -1.5% | -4.5% |
| YTD | +13.2% | -16.3% | +29.5% | +16.1% |
| 1Y | +40.2% | -29.1% | +69.3% | +48.6% |
| 3Y | +249.6% | -7.8% | +257.4% | +246.4% |
| 5Y | +230.4% | +18.7% | +211.6% | +203.6% |
| 10Y | +305.4% | +291.9% | +13.5% | +175.9% |
| All | +207.3% | +452.6% | -245.2% | +88.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling