+226.7%
GDX vs BTG
+75.0%
+151.8%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -2.9% | -0.6% | -1.5% |
| 7D | -5.4% | -5.5% | +0.1% | -1.7% |
| 30D | +6.6% | +6.1% | +0.5% | +2.5% |
| 3M | +30.1% | +38.6% | -8.5% | +2.9% |
| 6M | -7.1% | +0.7% | -7.8% | -9.3% |
| YTD | +12.0% | +20.3% | -8.4% | -3.7% |
| 1Y | +41.2% | +25.0% | +16.2% | +17.3% |
| 3Y | +251.0% | +97.3% | +153.7% | +101.0% |
| 5Y | +226.7% | +78.3% | +148.4% | +98.4% |
| All | +226.7% | +75.0% | +151.8% | +98.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling