+230.5%
GDX vs BROS
+38.3%
+192.1%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.0% | +3.1% | +1.2% |
| 7D | +1.9% | -6.6% | +8.5% | +2.4% |
| 30D | +9.9% | -12.3% | +22.3% | +11.1% |
| 3M | +28.2% | -22.2% | +50.4% | +30.4% |
| 6M | -2.9% | -14.3% | +11.4% | -2.1% |
| YTD | +16.0% | -26.6% | +42.5% | +18.1% |
| 1Y | +49.9% | -31.5% | +81.4% | +53.0% |
| 3Y | +263.6% | +62.3% | +201.3% | +238.0% |
| All | +230.5% | +38.3% | +192.1% | +218.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling