+238.4%
GDX vs EME
+545.9%
-307.5%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.4% | +3.5% | +1.6% |
| 7D | +1.9% | +2.7% | -0.8% | +1.3% |
| 30D | +9.9% | -6.8% | +16.7% | +11.4% |
| 3M | +28.2% | -8.8% | +37.0% | +30.0% |
| 6M | -2.9% | +5.0% | -7.9% | -4.1% |
| YTD | +16.0% | +23.5% | -7.5% | +11.4% |
| 1Y | +49.9% | +21.3% | +28.6% | +43.1% |
| 3Y | +263.6% | +241.1% | +22.5% | +178.8% |
| All | +238.4% | +545.9% | -307.5% | +119.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling