+163.2%
GDX vs EEM
+35.1%
+128.1%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.4% | -3.9% | -3.7% |
| 7D | +0.7% | +0.7% | +0.1% | -0.3% |
| 30D | -3.8% | -6.2% | +2.5% | +2.0% |
| 3M | -5.4% | -5.2% | -0.3% | -0.7% |
| 6M | -12.7% | -8.1% | -4.6% | -5.8% |
| YTD | -0.7% | +14.0% | -14.6% | -10.9% |
| 1Y | +11.9% | +13.8% | -1.9% | +0.6% |
| 3Y | +223.9% | +73.7% | +150.2% | +103.9% |
| 5Y | +163.2% | +34.6% | +128.6% | +74.9% |
| All | +163.2% | +35.1% | +128.1% | +74.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling