+326.3%
GDX vs EEM
+121.0%
+205.3%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.1% | 0.0% |
| 7D | -6.8% | +2.7% | -9.5% | -8.3% |
| 30D | -2.1% | -5.4% | +3.3% | +1.4% |
| 3M | -7.5% | -8.6% | +1.1% | -1.9% |
| 6M | -15.2% | -8.9% | -6.3% | -9.7% |
| YTD | -4.8% | +11.9% | -16.7% | -9.6% |
| 1Y | +6.7% | +13.1% | -6.3% | +0.8% |
| 3Y | +212.7% | +70.7% | +142.1% | +138.1% |
| 5Y | +151.7% | +31.8% | +119.9% | +111.4% |
| All | +326.3% | +121.0% | +205.3% | +103.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EEM.
Daily Out/Under-Performance
Portfolio return minus EEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EEM 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 EEM 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