+188.7%
GDX vs FBTC
+47.7%
+141.0%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FBTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -4.4% | +0.4% | -3.1% |
| 7D | -4.6% | -6.3% | +1.7% | -3.4% |
| 30D | -6.2% | -14.3% | +8.1% | -3.4% |
| 3M | -10.0% | +12.6% | -22.6% | -11.6% |
| 6M | -15.8% | -11.8% | -3.9% | -14.4% |
| YTD | -4.6% | -18.6% | +14.0% | -3.2% |
| 1Y | +4.0% | -29.9% | +33.9% | +6.8% |
| All | +188.7% | +47.7% | +141.0% | +182.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling