+224.4%
GDX vs BITO
-7.1%
+231.5%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BITO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.3% | +1.4% | +1.1% |
| 7D | +1.9% | +1.1% | +0.8% | +1.7% |
| 30D | +9.9% | +21.8% | -11.8% | +6.9% |
| 3M | +28.2% | +25.0% | +3.2% | +24.3% |
| 6M | -2.9% | +11.3% | -14.2% | -4.3% |
| YTD | +16.0% | -12.7% | +28.7% | +17.1% |
| 1Y | +49.9% | -32.3% | +82.2% | +55.2% |
| 3Y | +263.6% | +150.3% | +113.2% | +210.2% |
| All | +224.4% | -7.1% | +231.5% | +173.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BITO.
Daily Out/Under-Performance
Portfolio return minus BITO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BITO 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 BITO 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