+326.3%
GDX vs BTI
+131.8%
+194.4%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.4% | -1.6% | -0.6% |
| 7D | -6.8% | +1.6% | -8.4% | -7.2% |
| 30D | -2.1% | +9.2% | -11.3% | -4.4% |
| 3M | -7.5% | +9.6% | -17.1% | -9.9% |
| 6M | -15.2% | -2.4% | -12.7% | -15.1% |
| YTD | -4.8% | +14.2% | -19.0% | -9.1% |
| 1Y | +6.7% | +20.3% | -13.6% | +0.4% |
| 3Y | +212.7% | +147.4% | +65.3% | +140.3% |
| 5Y | +151.7% | +155.4% | -3.8% | +93.0% |
| All | +326.3% | +131.8% | +194.4% | +186.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BTI.
Daily Out/Under-Performance
Portfolio return minus BTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTI 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 BTI 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