+211.2%
GDX vs BTDR
+23.8%
+187.4%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +3.9% | -6.1% | -2.4% |
| 7D | -0.4% | +20.0% | -20.4% | -1.4% |
| 30D | +18.6% | +11.9% | +6.7% | +17.6% |
| 3M | +14.9% | -36.9% | +51.8% | +16.6% |
| 6M | -6.3% | +56.5% | -62.8% | -8.5% |
| YTD | +15.7% | +10.4% | +5.3% | +14.1% |
| 1Y | +54.8% | +3.1% | +51.8% | +52.5% |
| 3Y | +253.4% | -2.6% | +256.0% | +237.6% |
| 5Y | +219.7% | +25.2% | +194.5% | +201.5% |
| All | +211.2% | +23.8% | +187.4% | +189.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling