+158.1%
GDX vs BTG
+378.0%
-219.9%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.9% | +2.0% | +0.5% |
| 7D | +4.0% | +4.8% | -0.9% | +1.7% |
| 30D | +9.5% | +8.3% | +1.1% | +5.6% |
| 3M | +25.1% | +32.3% | -7.2% | +9.3% |
| 6M | -2.9% | +3.0% | -5.9% | -4.8% |
| YTD | +14.7% | +21.9% | -7.2% | +4.2% |
| 1Y | +47.4% | +28.2% | +19.3% | +30.6% |
| 3Y | +259.7% | +99.9% | +159.8% | +155.5% |
| 5Y | +227.7% | +73.6% | +154.1% | +149.0% |
| 10Y | +289.0% | +136.5% | +152.4% | +154.0% |
| All | +158.1% | +378.0% | -219.9% | -5.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling