+156.5%
GDX vs BTDR
-38.7%
+195.2%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -12.8% | +8.8% | -3.2% |
| 7D | -4.6% | +15.4% | -20.0% | -5.4% |
| 30D | -6.2% | -33.4% | +27.3% | -4.3% |
| 3M | -10.0% | -32.0% | +22.0% | -8.4% |
| 6M | -15.8% | -52.2% | +36.5% | -13.1% |
| YTD | -4.6% | -45.3% | +40.7% | -2.5% |
| 1Y | +4.0% | -56.0% | +60.0% | +6.7% |
| 3Y | +211.1% | +54.4% | +156.7% | +204.1% |
| 5Y | +152.3% | -38.5% | +190.8% | +145.2% |
| All | +156.5% | -38.7% | +195.2% | +147.6% |
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 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