+49.9%
GDX vs EMB
+4.6%
+45.2%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.2% | +1.3% | +1.8% |
| 7D | +1.9% | 0.0% | +1.9% | +1.8% |
| 30D | +9.9% | -0.3% | +10.2% | +11.0% |
| 3M | +28.2% | -0.3% | +28.5% | +30.0% |
| 6M | -2.9% | +0.7% | -3.6% | -4.6% |
| YTD | +16.0% | +1.3% | +14.7% | +14.6% |
| 1Y | +49.9% | +4.7% | +45.2% | +37.3% |
| All | +49.9% | +4.6% | +45.2% | +37.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling