+296.0%
GDX vs EME
+1,362.1%
-1,066.1%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +4.3% | -3.2% | +0.7% |
| 7D | -2.2% | +3.5% | -5.7% | -2.5% |
| 30D | +6.8% | -6.3% | +13.1% | +7.4% |
| 3M | +24.9% | -3.8% | +28.7% | +25.0% |
| 6M | -4.2% | +8.5% | -12.7% | -5.0% |
| YTD | +13.2% | +27.8% | -14.6% | +11.1% |
| 1Y | +40.2% | +22.2% | +18.0% | +37.6% |
| 3Y | +249.6% | +253.5% | -3.9% | +226.4% |
| 5Y | +230.4% | +578.6% | -348.3% | +204.0% |
| All | +296.0% | +1,362.1% | -1,066.1% | +265.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EME.
Daily Out/Under-Performance
Portfolio return minus EME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EME 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 EME 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