+74.5%
GDXJ vs BRO
+743.8%
-669.3%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.2% | +1.3% | +1.1% |
| 7D | -2.8% | -7.3% | +4.5% | -1.1% |
| 30D | +5.0% | -6.9% | +11.8% | +6.7% |
| 3M | +24.1% | +10.7% | +13.4% | +20.1% |
| 6M | -7.4% | -2.7% | -4.7% | -7.7% |
| YTD | +10.2% | -16.3% | +26.5% | +13.9% |
| 1Y | +42.5% | -29.1% | +71.6% | +54.0% |
| 3Y | +285.7% | -7.8% | +293.6% | +278.6% |
| 5Y | +231.9% | +18.7% | +213.1% | +192.9% |
| 10Y | +230.0% | +291.9% | -61.9% | +103.4% |
| All | +74.5% | +743.8% | -669.3% | -20.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling