+185.4%
GDX vs EMB
+6.6%
+178.8%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | 0.0% | +2.2% | +2.2% |
| 7D | +13.6% | -0.1% | +13.7% | +13.9% |
| 30D | +2.5% | +1.3% | +1.2% | +0.7% |
| 3M | +4.4% | -2.2% | +6.6% | +8.1% |
| 6M | -5.2% | -2.3% | -2.9% | -1.3% |
| YTD | +2.1% | -0.6% | +2.8% | +4.4% |
| 1Y | +24.7% | +0.5% | +24.2% | +25.8% |
| 3Y | +211.3% | +29.4% | +181.9% | +130.9% |
| All | +185.4% | +6.6% | +178.8% | +122.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling