+250.9%
GDX vs FBTC
+62.0%
+188.8%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FBTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.3% | +1.3% | +1.1% |
| 7D | +1.9% | +1.1% | +0.8% | +1.7% |
| 30D | +9.9% | +22.3% | -12.3% | +6.3% |
| 3M | +28.2% | +26.0% | +2.2% | +23.5% |
| 6M | -2.9% | +13.2% | -16.1% | -4.9% |
| YTD | +16.0% | -10.7% | +26.7% | +15.7% |
| 1Y | +49.9% | -30.0% | +79.8% | +52.1% |
| All | +250.9% | +62.0% | +188.8% | +237.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling