+286.0%
GDXJ vs FBTC
+62.0%
+223.9%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FBTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.3% | +1.6% | +1.4% |
| 7D | +0.9% | +1.1% | -0.2% | +0.7% |
| 30D | +8.8% | +22.3% | -13.4% | +4.2% |
| 3M | +29.8% | +26.0% | +3.9% | +23.8% |
| 6M | -5.8% | +13.2% | -19.0% | -8.2% |
| YTD | +13.6% | -10.7% | +24.3% | +13.7% |
| 1Y | +54.5% | -30.0% | +84.4% | +58.6% |
| All | +286.0% | +62.0% | +223.9% | +264.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling