+296.0%
GDX vs ET
+177.0%
+119.0%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.8% | +1.9% | +1.2% |
| 7D | -2.2% | +0.2% | -2.4% | -2.2% |
| 30D | +6.8% | +2.9% | +3.9% | +6.3% |
| 3M | +24.9% | +16.8% | +8.1% | +21.9% |
| 6M | -4.2% | +18.9% | -23.1% | -7.0% |
| YTD | +13.2% | +37.7% | -24.5% | +7.5% |
| 1Y | +40.2% | +32.4% | +7.8% | +33.9% |
| 3Y | +249.6% | +99.5% | +150.1% | +213.3% |
| 5Y | +230.4% | +244.0% | -13.6% | +176.5% |
| All | +296.0% | +177.0% | +119.0% | +250.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ET.
Daily Out/Under-Performance
Portfolio return minus ET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ET 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 ET 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