+220.4%
GDXJ vs ETR
+122.3%
+98.1%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.4% | +1.4% | +1.2% |
| 7D | -2.8% | -1.8% | -1.0% | -2.1% |
| 30D | +5.0% | -1.8% | +6.7% | +5.7% |
| 3M | +24.1% | -3.6% | +27.6% | +25.7% |
| 6M | -7.4% | +2.6% | -10.0% | -8.9% |
| YTD | +10.2% | +16.0% | -5.8% | +3.0% |
| 1Y | +42.5% | +20.1% | +22.4% | +31.5% |
| 3Y | +285.7% | +143.6% | +142.1% | +153.7% |
| All | +220.4% | +122.3% | +98.1% | +125.3% |
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