+326.3%
GDX vs ETR
+376.0%
-49.8%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.7% | +0.5% | 0.0% |
| 7D | -6.8% | +0.5% | -7.3% | -7.0% |
| 30D | -2.1% | +6.4% | -8.5% | -4.1% |
| 3M | -7.5% | +4.0% | -11.5% | -8.7% |
| 6M | -15.2% | -0.5% | -14.7% | -15.2% |
| YTD | -4.8% | +22.4% | -27.2% | -11.3% |
| 1Y | +6.7% | +19.9% | -13.1% | +0.2% |
| 3Y | +212.7% | +154.7% | +58.0% | +126.8% |
| 5Y | +151.7% | +158.1% | -6.4% | +81.3% |
| All | +326.3% | +376.0% | -49.8% | +140.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling