+229.8%
GDX vs BROS
+43.3%
+186.4%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.7% | -2.9% | -2.3% |
| 7D | -0.4% | -6.7% | +6.3% | +0.2% |
| 30D | +18.6% | -29.1% | +47.7% | +21.7% |
| 3M | +14.9% | -16.7% | +31.6% | +16.2% |
| 6M | -6.3% | -11.6% | +5.4% | -5.8% |
| YTD | +15.7% | -23.9% | +39.6% | +17.5% |
| 1Y | +54.8% | -34.8% | +89.6% | +58.5% |
| 3Y | +253.4% | +62.1% | +191.4% | +228.5% |
| All | +229.8% | +43.3% | +186.4% | +217.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling