+226.7%
GDX vs BTDR
+16.5%
+210.3%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -6.5% | +3.0% | -3.1% |
| 7D | -5.4% | -3.2% | -2.2% | -5.2% |
| 30D | +6.6% | +32.7% | -26.1% | +4.9% |
| 3M | +30.1% | -28.4% | +58.5% | +31.4% |
| 6M | -7.1% | +51.7% | -58.8% | -9.1% |
| YTD | +12.0% | +2.9% | +9.1% | +10.8% |
| 1Y | +41.2% | -15.5% | +56.7% | +40.0% |
| 3Y | +251.0% | 0.0% | +251.0% | +236.0% |
| 5Y | +226.7% | +16.5% | +210.3% | +205.6% |
| All | +226.7% | +16.5% | +210.3% | +205.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling