+24.8%
GDX vs ETR
+18.4%
+6.4%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +2.7% | +6.3% | +7.8% |
| 7D | +0.8% | +3.7% | -3.0% | -0.8% |
| 30D | -3.2% | +11.0% | -14.2% | -7.5% |
| 3M | +8.6% | +3.4% | +5.2% | +6.7% |
| 6M | -1.2% | -3.3% | +2.1% | -0.1% |
| YTD | -1.4% | +23.3% | -24.6% | -13.0% |
| 1Y | +24.8% | +19.2% | +5.6% | +14.3% |
| All | +24.8% | +18.4% | +6.4% | +14.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ETR.
Daily Out/Under-Performance
Portfolio return minus ETR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETR 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 1y: compounded portfolio wealth divided by compounded ETR 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…
1y analysis · Full analysis span regression · 6 months rolling