+72.7%
GDXJ vs ET
+908.7%
-836.1%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.2% | -4.2% | -4.0% |
| 7D | -6.2% | +1.4% | -7.6% | -6.4% |
| 30D | +4.6% | +4.6% | +0.1% | +3.8% |
| 3M | +31.3% | +16.0% | +15.2% | +27.8% |
| 6M | -10.7% | +22.8% | -33.5% | -14.1% |
| YTD | +9.1% | +38.9% | -29.8% | +2.8% |
| 1Y | +44.1% | +34.1% | +10.0% | +36.6% |
| 3Y | +285.4% | +98.8% | +186.6% | +240.8% |
| 5Y | +228.4% | +246.8% | -18.4% | +165.7% |
| 10Y | +226.5% | +174.4% | +52.2% | +159.3% |
| All | +72.7% | +908.7% | -836.1% | -48.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling