+254.3%
GDX vs BTDR
+10.6%
+243.8%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.3% | -3.2% | -1.0% |
| 7D | +4.0% | +22.4% | -18.5% | +2.6% |
| 30D | +9.5% | +16.5% | -7.0% | +8.2% |
| 3M | +25.1% | -31.5% | +56.6% | +26.6% |
| 6M | -2.9% | +74.0% | -77.0% | -6.0% |
| YTD | +14.7% | +13.0% | +1.7% | +12.7% |
| 1Y | +47.4% | -0.2% | +47.7% | +44.9% |
| All | +254.3% | +10.6% | +243.8% | +226.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling