+128.5%
EEM vs GDXJ
+237.3%
-108.7%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GDXJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.1% | +0.2% | +1.1% |
| 7D | -1.3% | -2.8% | +1.6% | -0.7% |
| 30D | +2.1% | +5.0% | -2.9% | +1.0% |
| 3M | +1.0% | +24.1% | -23.0% | -3.5% |
| 6M | +15.9% | -7.4% | +23.3% | +16.3% |
| YTD | +24.6% | +10.2% | +14.4% | +20.7% |
| 1Y | +32.3% | +42.5% | -10.3% | +21.8% |
| 3Y | +85.9% | +285.7% | -199.8% | +41.7% |
| 5Y | +45.4% | +231.9% | -186.5% | +11.3% |
| All | +128.5% | +237.3% | -108.7% | +71.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GDXJ.
Daily Out/Under-Performance
Portfolio return minus GDXJ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GDXJ 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 10y: compounded portfolio wealth divided by compounded GDXJ 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…
10y analysis · Full analysis span regression · 6 months rolling