+196.4%
GDX vs BTSG
+493.4%
-297.0%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | +0.1% | -0.2% |
| 7D | -6.8% | +6.0% | -12.8% | -7.5% |
| 30D | -2.1% | +12.4% | -14.5% | -3.8% |
| 3M | -7.5% | +18.2% | -25.7% | -10.0% |
| 6M | -15.2% | +26.0% | -41.2% | -18.4% |
| YTD | -4.8% | +90.1% | -95.0% | -13.3% |
| 1Y | +6.7% | +124.3% | -117.6% | -4.4% |
| All | +196.4% | +493.4% | -297.0% | +139.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling