+243.4%
GDX vs BROS
+32.8%
+210.6%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +6.6% | -2.2% | +3.8% |
| 7D | +15.6% | -17.9% | +33.5% | +17.3% |
| 30D | +2.4% | -5.4% | +7.8% | +2.5% |
| 3M | +1.7% | -32.1% | +33.8% | +5.1% |
| 6M | -3.3% | -31.7% | +28.4% | -0.7% |
| YTD | +6.6% | -41.2% | +47.8% | +10.4% |
| 1Y | +27.0% | -32.6% | +59.6% | +30.3% |
| 3Y | +243.4% | +32.7% | +210.7% | +207.3% |
| All | +243.4% | +32.8% | +210.6% | +207.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling