+274.5%
GDXJ vs FBTC
+60.2%
+214.4%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FBTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.3% | +0.8% | +1.0% |
| 7D | -2.8% | -3.1% | +0.3% | -2.1% |
| 30D | +5.0% | +22.0% | -17.1% | +0.6% |
| 3M | +24.1% | +21.6% | +2.4% | +19.2% |
| 6M | -7.4% | +9.2% | -16.6% | -9.1% |
| YTD | +10.2% | -11.8% | +22.0% | +10.6% |
| 1Y | +42.5% | -32.7% | +75.2% | +47.3% |
| All | +274.5% | +60.2% | +214.4% | +254.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling