+249.6%
GDX vs ETN
+86.8%
+162.8%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ETN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +4.0% | -2.9% | 0.0% |
| 7D | -2.2% | +3.5% | -5.7% | -3.1% |
| 30D | +6.8% | -7.5% | +14.3% | +9.0% |
| 3M | +24.9% | +8.3% | +16.6% | +21.5% |
| 6M | -4.2% | +20.2% | -24.4% | -8.9% |
| YTD | +13.2% | +34.7% | -21.5% | +5.5% |
| 1Y | +40.2% | +19.4% | +20.8% | +33.5% |
| 3Y | +249.6% | +85.5% | +164.1% | +214.1% |
| All | +249.6% | +86.8% | +162.8% | +214.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ETN.
Daily Out/Under-Performance
Portfolio return minus ETN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETN 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 ETN 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