+260.9%
GDX vs BURL
+63.9%
+197.0%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +2.6% | -4.8% | -2.5% |
| 7D | -0.4% | -2.8% | +2.4% | 0.0% |
| 30D | +18.6% | -28.2% | +46.8% | +23.8% |
| 3M | +14.9% | -17.6% | +32.5% | +17.4% |
| 6M | -6.3% | -11.8% | +5.5% | -5.2% |
| YTD | +15.7% | -8.1% | +23.9% | +16.3% |
| 1Y | +54.8% | -12.0% | +66.8% | +55.7% |
| All | +260.9% | +63.9% | +197.0% | +226.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling