+220.4%
GDXJ vs BRKR
-39.7%
+260.2%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BRKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.2% | +1.3% | +1.1% |
| 7D | -2.8% | -8.7% | +5.9% | -1.0% |
| 30D | +5.0% | -9.9% | +14.8% | +7.3% |
| 3M | +24.1% | -3.1% | +27.2% | +23.5% |
| 6M | -7.4% | +45.5% | -52.8% | -15.5% |
| YTD | +10.2% | +13.7% | -3.5% | +4.9% |
| 1Y | +42.5% | +67.4% | -24.9% | +26.3% |
| 3Y | +285.7% | -13.2% | +298.9% | +281.2% |
| All | +220.4% | -39.7% | +260.2% | +208.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BRKR.
Daily Out/Under-Performance
Portfolio return minus BRKR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRKR 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 5y: compounded portfolio wealth divided by compounded BRKR 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…
5y analysis · Full analysis span regression · 6 months rolling