+358.0%
GDX vs BURL
+1,051.1%
-693.1%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +2.6% | -4.8% | -2.3% |
| 7D | -0.4% | -2.8% | +2.4% | -0.3% |
| 30D | +18.6% | -28.2% | +46.8% | +20.7% |
| 3M | +14.9% | -17.6% | +32.5% | +15.9% |
| 6M | -6.3% | -11.8% | +5.5% | -5.8% |
| YTD | +15.7% | -8.1% | +23.9% | +16.0% |
| 1Y | +54.8% | -12.0% | +66.8% | +55.3% |
| 3Y | +253.4% | +63.3% | +190.1% | +243.5% |
| 5Y | +219.7% | -10.8% | +230.5% | +208.4% |
| 10Y | +300.2% | +215.9% | +84.3% | +296.9% |
| All | +358.0% | +1,051.1% | -693.1% | +369.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling