+214.2%
GDX vs ET
+1,207.3%
-993.2%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.3% | -2.5% | -2.2% |
| 7D | -0.4% | +0.9% | -1.3% | -0.5% |
| 30D | +18.6% | +7.5% | +11.1% | +17.2% |
| 3M | +14.9% | +11.4% | +3.5% | +12.7% |
| 6M | -6.3% | +18.5% | -24.8% | -9.1% |
| YTD | +15.7% | +37.4% | -21.7% | +9.5% |
| 1Y | +54.8% | +30.9% | +23.9% | +47.7% |
| 3Y | +253.4% | +98.7% | +154.7% | +213.6% |
| 5Y | +219.7% | +230.7% | -11.0% | +160.8% |
| 10Y | +300.2% | +175.6% | +124.6% | +215.5% |
| All | +214.2% | +1,207.3% | -993.2% | +15.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling