+2.8%
GDXJ vs BURL
-15.0%
+17.8%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.6% | +3.0% | 0.0% |
| 7D | -8.1% | -1.6% | -6.5% | -7.8% |
| 30D | -5.5% | -7.7% | +2.3% | -4.5% |
| 3M | -14.6% | -31.7% | +17.1% | -10.0% |
| 6M | -23.2% | -15.2% | -8.0% | -22.8% |
| YTD | -13.0% | -15.9% | +2.9% | -10.4% |
| 1Y | +2.8% | -14.2% | +17.0% | +5.7% |
| All | +2.8% | -15.0% | +17.8% | +5.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling