+85.5%
ETN vs GDXJ
+285.5%
-200.0%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GDXJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +1.1% | +2.9% | +3.7% |
| 7D | +3.5% | -2.8% | +6.3% | +4.1% |
| 30D | -7.5% | +5.0% | -12.5% | -8.7% |
| 3M | +8.3% | +24.1% | -15.7% | +2.9% |
| 6M | +20.2% | -7.4% | +27.5% | +19.8% |
| YTD | +34.7% | +10.2% | +24.4% | +29.6% |
| 1Y | +19.4% | +42.5% | -23.1% | +9.5% |
| 3Y | +85.5% | +285.7% | -200.2% | +42.8% |
| All | +85.5% | +285.5% | -200.0% | +42.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GDXJ.
Daily Out/Under-Performance
Portfolio return minus GDXJ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GDXJ 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 GDXJ 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