+220.4%
GDXJ vs BTDR
+20.7%
+199.7%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +2.9% |
| 3M | +24.1% | -32.2% | +56.3% | +26.1% |
| 6M | -7.4% | +52.4% | -59.7% | -10.1% |
| YTD | +10.2% | +6.7% | +3.5% | +8.5% |
| 1Y | +42.5% | -15.2% | +57.8% | +41.0% |
| 3Y | +285.7% | +14.9% | +270.8% | +261.7% |
| All | +220.4% | +20.7% | +199.7% | +188.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling