+149.6%
GDX vs EMB
+128.5%
+21.1%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +0.6% | +3.8% | +3.8% |
| 7D | +15.6% | +0.8% | +14.7% | +14.7% |
| 30D | +2.4% | +1.5% | +0.9% | +1.0% |
| 3M | +1.7% | -1.9% | +3.7% | +4.0% |
| 6M | -3.3% | -1.6% | -1.7% | -1.2% |
| YTD | +6.6% | 0.0% | +6.6% | +7.7% |
| 1Y | +27.0% | +1.1% | +25.9% | +27.0% |
| 3Y | +243.4% | +30.9% | +212.5% | +171.2% |
| 5Y | +194.2% | +7.1% | +187.1% | +176.9% |
| 10Y | +310.1% | +31.1% | +279.0% | +232.6% |
| All | +149.6% | +128.5% | +21.1% | +38.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling