+59.7%
GDXJ vs BROS
-35.3%
+95.0%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.7% | -3.2% | -2.6% |
| 7D | +0.2% | -6.7% | +6.9% | +1.6% |
| 30D | +17.9% | -29.1% | +46.9% | +25.3% |
| 3M | +15.3% | -16.7% | +32.0% | +17.5% |
| 6M | -9.4% | -11.6% | +2.2% | -9.5% |
| YTD | +13.4% | -23.9% | +37.3% | +14.2% |
| 1Y | +59.7% | -34.8% | +94.4% | +57.6% |
| All | +59.7% | -35.3% | +95.0% | +57.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BROS.
Daily Out/Under-Performance
Portfolio return minus BROS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BROS 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 BROS 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