+214.2%
GDX vs EEM
+228.7%
-14.5%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.8% | -4.0% | -3.2% |
| 7D | -0.4% | +2.3% | -2.7% | -1.7% |
| 30D | +18.6% | +4.5% | +14.1% | +15.7% |
| 3M | +14.9% | -0.1% | +14.9% | +15.1% |
| 6M | -6.3% | +16.9% | -23.2% | -13.7% |
| YTD | +15.7% | +26.2% | -10.5% | +2.5% |
| 1Y | +54.8% | +40.5% | +14.3% | +29.5% |
| 3Y | +253.4% | +86.2% | +167.3% | +154.0% |
| 5Y | +219.7% | +45.5% | +174.2% | +161.4% |
| 10Y | +300.2% | +128.6% | +171.6% | +145.8% |
| All | +214.2% | +228.7% | -14.5% | +22.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling