+259.7%
GDX vs EEM
+90.8%
+168.9%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.2% | -1.0% | -1.0% |
| 7D | +4.0% | +3.1% | +0.9% | +0.7% |
| 30D | +9.5% | +4.9% | +4.6% | +4.4% |
| 3M | +25.1% | +5.2% | +19.9% | +18.1% |
| 6M | -2.9% | +20.7% | -23.6% | -20.2% |
| YTD | +14.7% | +26.5% | -11.7% | -8.8% |
| 1Y | +47.4% | +37.8% | +9.6% | +8.6% |
| 3Y | +259.7% | +91.0% | +168.7% | +90.9% |
| All | +259.7% | +90.8% | +168.9% | +90.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling