+4.0%
GDX vs BURL
-13.7%
+17.7%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.7% | -2.2% | -3.7% |
| 7D | -4.6% | +0.4% | -5.0% | -4.6% |
| 30D | -6.2% | -4.3% | -1.8% | -5.8% |
| 3M | -10.0% | -28.8% | +18.7% | -6.4% |
| 6M | -15.8% | -12.8% | -2.9% | -15.9% |
| YTD | -4.6% | -12.8% | +8.2% | -3.3% |
| 1Y | +4.0% | -12.3% | +16.3% | +5.2% |
| All | +4.0% | -13.7% | +17.7% | +5.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling