+239.3%
GDXJ vs BURL
+97.8%
+141.5%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.9% | -2.6% | -1.8% |
| 7D | +0.3% | -0.8% | +1.1% | +0.4% |
| 30D | -7.4% | -4.4% | -3.0% | -6.8% |
| 3M | -11.9% | -28.6% | +16.7% | -7.2% |
| 6M | -19.3% | -12.3% | -7.0% | -18.4% |
| YTD | -8.1% | -11.3% | +3.1% | -7.2% |
| 1Y | +9.1% | -10.4% | +19.5% | +9.7% |
| All | +239.3% | +97.8% | +141.5% | +193.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling