+24.8%
GDX vs BROS
-18.6%
+43.4%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +0.9% | +8.1% | +8.8% |
| 7D | +0.8% | +2.5% | -1.7% | +0.3% |
| 30D | -3.2% | +15.1% | -18.3% | -6.3% |
| 3M | +8.6% | -31.4% | +39.9% | +16.9% |
| 6M | -1.2% | -22.6% | +21.4% | +1.9% |
| YTD | -1.4% | -28.1% | +26.8% | +1.5% |
| 1Y | +24.8% | -20.3% | +45.1% | +25.7% |
| All | +24.8% | -18.6% | +43.4% | +25.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BROS.
Daily Out/Under-Performance
Portfolio return minus BROS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BROS 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 BROS 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