+238.7%
GDX vs FBTC
+59.7%
+179.0%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FBTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.4% | -2.0% | -3.2% |
| 7D | -5.4% | -5.8% | +0.4% | -4.3% |
| 30D | +6.6% | +21.4% | -14.9% | +3.2% |
| 3M | +30.1% | +24.5% | +5.6% | +25.7% |
| 6M | -7.1% | +9.9% | -17.0% | -8.6% |
| YTD | +12.0% | -12.0% | +24.0% | +12.0% |
| 1Y | +41.2% | -32.3% | +73.5% | +43.9% |
| All | +238.7% | +59.7% | +179.0% | +226.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FBTC.
Daily Out/Under-Performance
Portfolio return minus FBTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FBTC 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 FBTC 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