+54.8%
GDX vs ETR
+23.8%
+31.0%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.5% | -1.7% | -2.0% |
| 7D | -0.4% | +1.4% | -1.8% | -1.0% |
| 30D | +18.6% | +1.0% | +17.6% | +18.0% |
| 3M | +14.9% | -1.3% | +16.1% | +15.0% |
| 6M | -6.3% | +1.9% | -8.1% | -9.0% |
| YTD | +15.7% | +18.2% | -2.4% | +3.2% |
| 1Y | +54.8% | +24.7% | +30.2% | +35.4% |
| All | +54.8% | +23.8% | +31.0% | +35.4% |
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