+214.2%
GDX vs ETR
+595.9%
-381.8%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.5% | -1.7% | -2.0% |
| 7D | -0.4% | +1.4% | -1.8% | -1.0% |
| 30D | +18.6% | +1.0% | +17.6% | +18.1% |
| 3M | +14.9% | -1.3% | +16.1% | +15.1% |
| 6M | -6.3% | +1.9% | -8.1% | -7.4% |
| YTD | +15.7% | +18.2% | -2.4% | +7.2% |
| 1Y | +54.8% | +24.7% | +30.2% | +40.3% |
| 3Y | +253.4% | +150.7% | +102.8% | +132.6% |
| 5Y | +219.7% | +127.0% | +92.6% | +117.0% |
| 10Y | +300.2% | +295.5% | +4.7% | +95.9% |
| All | +214.2% | +595.9% | -381.8% | +17.5% |
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