+21.8%
GDXJ vs BROS
-18.6%
+40.4%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | +0.9% | +8.7% | +9.4% |
| 7D | -0.2% | +2.5% | -2.6% | -0.7% |
| 30D | -7.6% | +15.1% | -22.7% | -10.9% |
| 3M | +2.3% | -31.4% | +33.7% | +11.4% |
| 6M | -7.8% | -22.6% | +14.8% | -4.3% |
| YTD | -8.4% | -28.1% | +19.8% | -5.4% |
| 1Y | +21.8% | -20.3% | +42.1% | +23.0% |
| All | +21.8% | -18.6% | +40.4% | +23.0% |
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