+163.2%
GDX vs ETR
+158.0%
+5.2%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -6.5% |
| 3M | -5.4% | +5.7% | -11.2% | -7.5% |
| 6M | -12.7% | -0.3% | -12.4% | -12.8% |
| YTD | -0.7% | +23.4% | -24.0% | -8.8% |
| 1Y | +11.9% | +18.5% | -6.6% | +4.3% |
| 3Y | +223.9% | +155.6% | +68.3% | +117.3% |
| 5Y | +163.2% | +158.7% | +4.5% | +83.6% |
| All | +163.2% | +158.0% | +5.2% | +83.6% |
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