+295.6%
GDXJ vs BURL
+63.9%
+231.7%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +2.6% | -5.1% | -2.9% |
| 7D | +0.2% | -2.8% | +3.0% | +0.6% |
| 30D | +17.9% | -28.2% | +46.0% | +24.3% |
| 3M | +15.3% | -17.6% | +32.9% | +18.6% |
| 6M | -9.4% | -11.8% | +2.3% | -8.1% |
| YTD | +13.4% | -8.1% | +21.5% | +14.2% |
| 1Y | +59.7% | -12.0% | +71.6% | +61.0% |
| All | +295.6% | +63.9% | +231.7% | +250.0% |
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