-10.6%
BITO vs GDXJ
+205.5%
-216.0%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GDXJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -4.0% | +2.7% | 0.0% |
| 7D | -5.8% | -6.2% | +0.4% | -3.9% |
| 30D | +21.1% | +4.6% | +16.5% | +19.4% |
| 3M | +23.5% | +31.3% | -7.8% | +12.8% |
| 6M | +8.3% | -10.7% | +19.0% | +10.4% |
| YTD | -13.9% | +9.1% | -22.9% | -18.5% |
| 1Y | -34.5% | +44.1% | -78.7% | -44.0% |
| 3Y | +147.0% | +285.4% | -138.4% | +39.8% |
| All | -10.6% | +205.5% | -216.0% | -46.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling