+261.1%
GDX vs BTSG
+416.6%
-155.5%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.9% | +2.0% | +1.2% |
| 7D | +1.9% | +2.9% | -1.0% | +1.4% |
| 30D | +9.9% | +0.9% | +9.0% | +9.7% |
| 3M | +28.2% | +1.6% | +26.6% | +27.5% |
| 6M | -2.9% | +46.8% | -49.7% | -8.4% |
| YTD | +16.0% | +65.5% | -49.6% | +7.9% |
| 1Y | +49.9% | +136.2% | -86.4% | +34.6% |
| All | +261.1% | +416.6% | -155.5% | +197.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling