+220.4%
GDXJ vs BTG
+78.0%
+142.4%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.4% | +0.7% | +0.8% |
| 7D | -2.8% | -3.8% | +0.9% | +0.1% |
| 30D | +5.0% | +3.6% | +1.3% | +2.3% |
| 3M | +24.1% | +32.0% | -7.9% | -1.2% |
| 6M | -7.4% | +3.4% | -10.7% | -11.3% |
| YTD | +10.2% | +20.8% | -10.6% | -7.0% |
| 1Y | +42.5% | +22.4% | +20.1% | +17.9% |
| 3Y | +285.7% | +91.7% | +194.0% | +112.1% |
| All | +220.4% | +78.0% | +142.4% | +91.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BTG.
Daily Out/Under-Performance
Portfolio return minus BTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTG 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 BTG 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