+41.2%
GDX vs ETR
+24.7%
+16.5%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.3% | -2.1% | -2.9% |
| 7D | -5.4% | -1.9% | -3.5% | -4.6% |
| 30D | +6.6% | -0.2% | +6.8% | +6.6% |
| 3M | +30.1% | -3.7% | +33.8% | +32.0% |
| 6M | -7.1% | +2.1% | -9.2% | -10.3% |
| YTD | +12.0% | +16.5% | -4.5% | +0.1% |
| 1Y | +41.2% | +22.5% | +18.7% | +21.8% |
| All | +41.2% | +24.7% | +16.5% | +21.8% |
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