+226.4%
GDX vs ETR
+155.6%
+70.9%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.3% | -1.7% | -1.6% |
| 7D | +0.7% | +0.1% | +0.7% | +0.7% |
| 30D | -3.8% | +7.7% | -11.4% | -6.3% |
| 3M | -5.4% | +5.7% | -11.2% | -7.4% |
| 6M | -12.7% | -0.3% | -12.4% | -12.8% |
| YTD | -0.7% | +23.4% | -24.0% | -8.1% |
| 1Y | +11.9% | +18.5% | -6.6% | +4.9% |
| All | +226.4% | +155.6% | +70.9% | +95.4% |
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 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