+226.7%
GDX vs ETN
+171.0%
+55.7%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ETN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.5% | -2.0% | -3.1% |
| 7D | -5.4% | +3.0% | -8.4% | -6.1% |
| 30D | +6.6% | -10.9% | +17.5% | +9.6% |
| 3M | +30.1% | +9.2% | +20.9% | +26.7% |
| 6M | -7.1% | +13.9% | -21.0% | -10.1% |
| YTD | +12.0% | +29.5% | -17.6% | +5.9% |
| 1Y | +41.2% | +14.2% | +27.0% | +36.5% |
| 3Y | +251.0% | +79.9% | +171.1% | +207.2% |
| 5Y | +226.7% | +175.7% | +51.1% | +148.9% |
| All | +226.7% | +171.0% | +55.7% | +148.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling