-10.6%
BITO vs GDXJ
+208.7%
-219.3%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GDXJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.1% | -1.1% | -0.3% |
| 7D | -3.4% | -2.8% | -0.6% | -2.6% |
| 30D | +21.4% | +5.0% | +16.5% | +19.5% |
| 3M | +20.5% | +24.1% | -3.6% | +12.0% |
| 6M | +7.4% | -7.4% | +14.7% | +8.2% |
| YTD | -13.9% | +10.2% | -24.1% | -18.8% |
| 1Y | -35.1% | +42.5% | -77.6% | -44.2% |
| 3Y | +156.8% | +285.7% | -128.9% | +45.5% |
| All | -10.6% | +208.7% | -219.3% | -46.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GDXJ.
Daily Out/Under-Performance
Portfolio return minus GDXJ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GDXJ 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 GDXJ 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