+285.6%
GDXJ vs BTSG
+389.4%
-103.8%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.5% | -0.4% | +0.8% |
| 7D | -2.8% | -3.3% | +0.5% | -2.2% |
| 30D | +5.0% | -1.6% | +6.5% | +5.2% |
| 3M | +24.1% | -6.9% | +31.0% | +25.2% |
| 6M | -7.4% | +42.1% | -49.5% | -13.1% |
| YTD | +10.2% | +56.8% | -46.6% | +1.9% |
| 1Y | +42.5% | +109.8% | -67.3% | +26.9% |
| All | +285.6% | +389.4% | -103.8% | +207.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BTSG.
Daily Out/Under-Performance
Portfolio return minus BTSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTSG 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 BTSG 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