+326.3%
GDX vs EMB
+36.5%
+289.8%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.2% | 0.0% | +0.1% |
| 7D | -6.8% | -0.9% | -5.9% | -5.5% |
| 30D | -2.1% | +0.4% | -2.5% | -2.4% |
| 3M | -7.5% | -3.1% | -4.4% | -3.0% |
| 6M | -15.2% | -2.1% | -13.1% | -12.0% |
| YTD | -4.8% | -1.1% | -3.7% | -2.0% |
| 1Y | +6.7% | -0.1% | +6.8% | +8.4% |
| 3Y | +212.7% | +29.6% | +183.2% | +130.3% |
| 5Y | +151.7% | +7.2% | +144.5% | +133.0% |
| All | +326.3% | +36.5% | +289.8% | +119.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EMB.
Daily Out/Under-Performance
Portfolio return minus EMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMB 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 EMB 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