+194.2%
GDX vs BROS
-47.0%
+241.2%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +6.6% | -2.2% | +3.7% |
| 7D | +15.6% | -17.9% | +33.5% | +17.5% |
| 30D | +2.4% | -5.4% | +7.8% | +2.6% |
| 3M | +1.7% | -32.1% | +33.8% | +5.4% |
| 6M | -3.3% | -31.7% | +28.4% | -0.4% |
| YTD | +6.6% | -41.2% | +47.8% | +11.2% |
| 1Y | +27.0% | -32.6% | +59.6% | +30.6% |
| 3Y | +243.4% | +32.7% | +210.7% | +214.1% |
| 5Y | +194.2% | -44.2% | +238.4% | +180.9% |
| All | +194.2% | -47.0% | +241.2% | +180.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling