+41.2%
GDX vs BTDR
-18.2%
+59.4%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -6.5% | +3.0% | -2.3% |
| 7D | -5.4% | -3.2% | -2.2% | -4.9% |
| 30D | +6.6% | +32.7% | -26.1% | +1.5% |
| 3M | +30.1% | -28.4% | +58.5% | +34.3% |
| 6M | -7.1% | +51.7% | -58.8% | -14.3% |
| YTD | +12.0% | +2.9% | +9.1% | +7.4% |
| 1Y | +41.2% | -15.5% | +56.7% | +42.7% |
| All | +41.2% | -18.2% | +59.4% | +42.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BTDR.
Daily Out/Under-Performance
Portfolio return minus BTDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTDR 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 1y: compounded portfolio wealth divided by compounded BTDR 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…
1y analysis · Full analysis span regression · 6 months rolling