+285.7%
GDXJ vs BTDR
+4.4%
+281.4%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +3.7% | -2.7% | +0.8% |
| 7D | -2.8% | -3.4% | +0.6% | -2.6% |
| 30D | +5.0% | +32.6% | -27.6% | +2.6% |
| 3M | +24.1% | -32.2% | +56.3% | +26.3% |
| 6M | -7.4% | +52.4% | -59.7% | -10.4% |
| YTD | +10.2% | +6.7% | +3.5% | +8.3% |
| 1Y | +42.5% | -15.2% | +57.8% | +40.8% |
| 3Y | +285.7% | +14.9% | +270.8% | +251.5% |
| All | +285.7% | +4.4% | +281.4% | +251.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BTDR.
Daily Out/Under-Performance
Portfolio return minus BTDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTDR 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 BTDR 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