+295.7%
GDX vs BURL
+987.9%
-692.3%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.9% | +4.3% | +1.5% |
| 7D | +5.4% | +3.5% | +2.0% | +5.3% |
| 30D | -2.8% | -9.3% | +6.5% | -2.3% |
| 3M | +2.5% | -32.1% | +34.6% | +4.5% |
| 6M | -0.1% | -19.8% | +19.7% | +0.8% |
| YTD | 0.0% | -13.2% | +13.2% | +0.5% |
| 1Y | +22.2% | -7.8% | +30.1% | +22.4% |
| 3Y | +201.4% | +89.3% | +112.1% | +191.9% |
| 5Y | +180.6% | -15.8% | +196.4% | +171.4% |
| 10Y | +277.2% | +262.2% | +15.0% | +277.5% |
| All | +295.7% | +987.9% | -692.3% | +306.2% |
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 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