+169.7%
GDX vs ETR
+626.6%
-456.9%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -6.8% |
| 3M | -5.4% | +5.7% | -11.2% | -7.7% |
| 6M | -12.7% | -0.3% | -12.4% | -12.8% |
| YTD | -0.7% | +23.4% | -24.0% | -9.6% |
| 1Y | +11.9% | +18.5% | -6.6% | +3.6% |
| 3Y | +223.9% | +155.6% | +68.3% | +111.8% |
| 5Y | +163.2% | +158.7% | +4.5% | +69.0% |
| 10Y | +349.2% | +377.8% | -28.6% | +99.8% |
| All | +169.7% | +626.6% | -456.9% | -1.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling