+233.6%
GDX vs ETR
+122.8%
+110.8%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.3% | +2.3% | +1.6% |
| 7D | +1.9% | +0.4% | +1.5% | +1.7% |
| 30D | +9.9% | +2.0% | +7.9% | +9.0% |
| 3M | +28.2% | -1.7% | +29.9% | +28.8% |
| 6M | -2.9% | +3.6% | -6.5% | -4.7% |
| YTD | +16.0% | +18.0% | -2.1% | +8.2% |
| 1Y | +49.9% | +26.2% | +23.6% | +36.5% |
| 3Y | +263.6% | +148.0% | +115.6% | +146.4% |
| 5Y | +233.6% | +126.1% | +107.5% | +140.3% |
| All | +233.6% | +122.8% | +110.8% | +140.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling