+209.5%
GDXJ vs BURL
+217.6%
-8.2%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +2.6% | -5.1% | -2.8% |
| 7D | +0.2% | -2.8% | +3.0% | +0.5% |
| 30D | +17.9% | -28.2% | +46.0% | +22.2% |
| 3M | +15.3% | -17.6% | +32.9% | +17.6% |
| 6M | -9.4% | -11.8% | +2.3% | -8.5% |
| YTD | +13.4% | -8.1% | +21.5% | +14.0% |
| 1Y | +59.7% | -12.0% | +71.6% | +60.8% |
| 3Y | +283.6% | +63.3% | +220.3% | +257.5% |
| 5Y | +217.6% | -10.8% | +228.4% | +200.4% |
| All | +209.5% | +217.6% | -8.2% | +234.9% |
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