+216.5%
GDXJ vs BURL
+252.7%
-36.2%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.6% | +4.4% | +3.0% |
| 7D | +13.4% | +4.1% | +9.4% | +13.0% |
| 30D | -1.3% | -9.5% | +8.2% | -0.2% |
| 3M | -1.5% | -33.5% | +32.0% | +2.8% |
| 6M | -12.2% | -22.1% | +9.9% | -10.2% |
| YTD | -5.3% | -14.6% | +9.3% | -4.2% |
| 1Y | +22.0% | -8.4% | +30.4% | +22.3% |
| 3Y | +224.9% | +86.6% | +138.4% | +199.6% |
| 5Y | +160.6% | -17.2% | +177.8% | +148.3% |
| All | +216.5% | +252.7% | -36.2% | +205.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BURL.
Daily Out/Under-Performance
Portfolio return minus BURL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BURL 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 10y: compounded portfolio wealth divided by compounded BURL 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…
10y analysis · Full analysis span regression · 6 months rolling