+77.5%
GDXJ vs ETR
+456.6%
-379.2%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.2% | -2.3% | -1.7% |
| 7D | +4.3% | +1.4% | +2.9% | +3.6% |
| 30D | +8.4% | +1.9% | +6.6% | +7.4% |
| 3M | +25.5% | +1.0% | +24.5% | +24.7% |
| 6M | -6.3% | +4.8% | -11.2% | -8.8% |
| YTD | +12.1% | +19.5% | -7.5% | +2.7% |
| 1Y | +51.1% | +28.1% | +22.9% | +34.2% |
| 3Y | +296.1% | +151.1% | +144.9% | +151.9% |
| 5Y | +228.1% | +125.2% | +103.0% | +117.4% |
| 10Y | +211.8% | +291.1% | -79.3% | +52.0% |
| All | +77.5% | +456.6% | -379.2% | -35.9% |
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