+24.8%
GDX vs BTSG
+111.7%
-86.9%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | -0.1% | +9.1% | +9.0% |
| 7D | +0.8% | +17.4% | -16.6% | -3.1% |
| 30D | -3.2% | +12.6% | -15.8% | -6.0% |
| 3M | +8.6% | +11.2% | -2.6% | +5.6% |
| 6M | -1.2% | +30.4% | -31.6% | -10.7% |
| YTD | -1.4% | +86.4% | -87.8% | -22.4% |
| 1Y | +24.8% | +117.9% | -93.1% | -8.2% |
| All | +24.8% | +111.7% | -86.9% | -8.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BTSG.
Daily Out/Under-Performance
Portfolio return minus BTSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTSG 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 1y: compounded portfolio wealth divided by compounded BTSG 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…
1y analysis · Full analysis span regression · 6 months rolling