+224.9%
GDXJ vs BROS
+41.2%
+183.7%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.5% | +0.3% | -1.0% |
| 7D | +4.3% | -0.9% | +5.2% | +4.4% |
| 30D | +8.4% | -13.5% | +21.9% | +10.1% |
| 3M | +25.5% | -18.4% | +44.0% | +27.7% |
| 6M | -6.3% | -10.6% | +4.2% | -5.7% |
| YTD | +12.1% | -25.1% | +37.2% | +14.6% |
| 1Y | +51.1% | -28.6% | +79.7% | +54.7% |
| 3Y | +296.1% | +65.6% | +230.5% | +259.5% |
| All | +224.9% | +41.2% | +183.7% | +210.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling