+326.3%
GDX vs BURL
+232.1%
+94.2%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.6% | +3.3% | 0.0% |
| 7D | -6.8% | -1.6% | -5.2% | -6.7% |
| 30D | -2.1% | -7.7% | +5.6% | -1.5% |
| 3M | -7.5% | -31.7% | +24.1% | -5.0% |
| 6M | -15.2% | -15.2% | 0.0% | -14.4% |
| YTD | -4.8% | -15.9% | +11.1% | -3.9% |
| 1Y | +6.7% | -14.2% | +20.9% | +7.4% |
| 3Y | +212.7% | +93.5% | +119.2% | +197.5% |
| 5Y | +151.7% | -9.9% | +161.5% | +141.6% |
| All | +326.3% | +232.1% | +94.2% | +324.4% |
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