+326.3%
GDX vs ETR
+378.9%
-52.7%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.1% | -0.1% | -0.2% |
| 7D | -6.8% | +1.2% | -8.0% | -7.1% |
| 30D | -2.1% | +7.0% | -9.1% | -4.3% |
| 3M | -7.5% | +4.6% | -12.1% | -8.9% |
| 6M | -15.2% | +0.1% | -15.3% | -15.4% |
| YTD | -4.8% | +23.2% | -28.0% | -11.5% |
| 1Y | +6.7% | +20.6% | -13.9% | 0.0% |
| 3Y | +212.7% | +156.3% | +56.5% | +126.3% |
| 5Y | +151.7% | +159.6% | -8.0% | +80.9% |
| All | +326.3% | +378.9% | -52.7% | +139.7% |
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