+297.5%
GDXJ vs BROS
+62.9%
+234.6%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.0% | +3.3% | +1.6% |
| 7D | +0.9% | -6.6% | +7.5% | +1.8% |
| 30D | +8.8% | -12.3% | +21.2% | +10.5% |
| 3M | +29.8% | -22.2% | +52.0% | +33.1% |
| 6M | -5.8% | -14.3% | +8.5% | -4.7% |
| YTD | +13.6% | -26.6% | +40.2% | +16.3% |
| 1Y | +54.5% | -31.5% | +86.0% | +58.7% |
| All | +297.5% | +62.9% | +234.6% | +234.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling