+296.0%
GDX vs BTG
+159.3%
+136.7%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.4% | +0.7% | +0.9% |
| 7D | -2.2% | -3.8% | +1.6% | +0.3% |
| 30D | +6.8% | +3.6% | +3.1% | +4.5% |
| 3M | +24.9% | +32.0% | -7.1% | +3.2% |
| 6M | -4.2% | +3.4% | -7.6% | -7.8% |
| YTD | +13.2% | +20.8% | -7.6% | -1.9% |
| 1Y | +40.2% | +22.4% | +17.8% | +19.5% |
| 3Y | +249.6% | +91.7% | +157.9% | +113.1% |
| 5Y | +230.4% | +79.0% | +151.4% | +107.7% |
| All | +296.0% | +159.3% | +136.7% | +97.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BTG.
Daily Out/Under-Performance
Portfolio return minus BTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTG 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 10y: compounded portfolio wealth divided by compounded BTG 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…
10y analysis · Full analysis span regression · 6 months rolling