+327.3%
GDX vs BURL
+244.4%
+82.9%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.7% | -2.2% | -3.8% |
| 7D | -4.6% | +0.4% | -5.0% | -4.6% |
| 30D | -6.2% | -4.3% | -1.8% | -5.9% |
| 3M | -10.0% | -28.8% | +18.7% | -7.9% |
| 6M | -15.8% | -12.8% | -2.9% | -15.2% |
| YTD | -4.6% | -12.8% | +8.2% | -4.0% |
| 1Y | +4.0% | -12.3% | +16.3% | +4.5% |
| 3Y | +211.1% | +92.7% | +118.4% | +195.7% |
| 5Y | +152.3% | -6.5% | +158.8% | +141.5% |
| All | +327.3% | +244.4% | +82.9% | +324.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BURL.
Daily Out/Under-Performance
Portfolio return minus BURL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BURL 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 BURL 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