+259.7%
GDX vs ETR
+153.2%
+106.5%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.2% | -2.0% | -1.3% |
| 7D | +4.0% | +1.4% | +2.5% | +3.5% |
| 30D | +9.5% | +1.9% | +7.6% | +8.7% |
| 3M | +25.1% | +1.0% | +24.1% | +24.4% |
| 6M | -2.9% | +4.8% | -7.8% | -5.0% |
| YTD | +14.7% | +19.5% | -4.8% | +7.4% |
| 1Y | +47.4% | +28.1% | +19.3% | +35.2% |
| 3Y | +259.7% | +151.1% | +108.5% | +144.0% |
| All | +259.7% | +153.2% | +106.5% | +144.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling