+220.4%
GDXJ vs ET
+241.8%
-21.3%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.8% | +1.9% | +1.4% |
| 7D | -2.8% | +0.2% | -3.0% | -2.9% |
| 30D | +5.0% | +2.9% | +2.1% | +3.7% |
| 3M | +24.1% | +16.8% | +7.3% | +16.5% |
| 6M | -7.4% | +18.9% | -26.2% | -14.2% |
| YTD | +10.2% | +37.7% | -27.5% | -4.0% |
| 1Y | +42.5% | +32.4% | +10.1% | +26.1% |
| 3Y | +285.7% | +99.5% | +186.2% | +177.0% |
| All | +220.4% | +241.8% | -21.3% | +93.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ET.
Daily Out/Under-Performance
Portfolio return minus ET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ET 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 ET 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