+124.7%
GDXJ vs BURL
-7.3%
+132.0%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -1.7% | -3.0% | -4.4% |
| 7D | -4.9% | +0.4% | -5.4% | -5.0% |
| 30D | -10.0% | -4.3% | -5.6% | -9.3% |
| 3M | -16.6% | -28.8% | +12.1% | -12.2% |
| 6M | -23.3% | -12.8% | -10.5% | -22.2% |
| YTD | -12.4% | -12.8% | +0.4% | -11.2% |
| 1Y | +0.5% | -12.3% | +12.7% | +1.4% |
| 3Y | +220.5% | +92.7% | +127.8% | +178.5% |
| 5Y | +124.7% | -6.5% | +131.3% | +98.3% |
| All | +124.7% | -7.3% | +132.0% | +98.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling