+21.8%
GDXJ vs BRO
-3.6%
+25.4%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | +4.5% | +5.2% | +10.9% |
| 7D | -0.2% | +12.4% | -12.6% | +3.6% |
| 30D | -7.6% | +21.6% | -29.2% | -1.6% |
| 3M | +2.3% | +4.3% | -2.1% | +3.8% |
| 6M | -7.8% | +29.2% | -37.0% | +2.2% |
| YTD | -8.4% | -6.4% | -2.0% | -3.2% |
| 1Y | +21.8% | -5.3% | +27.1% | +28.0% |
| All | +21.8% | -3.6% | +25.4% | +28.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BRO.
Daily Out/Under-Performance
Portfolio return minus BRO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRO 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 BRO 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