+226.9%
GDX vs BROS
+41.2%
+185.8%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.5% | +0.6% | -0.7% |
| 7D | +4.0% | -0.9% | +4.9% | +4.0% |
| 30D | +9.5% | -13.5% | +22.9% | +10.8% |
| 3M | +25.1% | -18.4% | +43.5% | +26.7% |
| 6M | -2.9% | -10.6% | +7.7% | -2.5% |
| YTD | +14.7% | -25.1% | +39.8% | +16.6% |
| 1Y | +47.4% | -28.6% | +76.1% | +50.0% |
| 3Y | +259.7% | +65.6% | +194.1% | +233.9% |
| All | +226.9% | +41.2% | +185.8% | +214.9% |
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