+214.2%
GDX vs EME
+3,406.2%
-3,192.0%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.7% | -3.9% | -2.6% |
| 7D | -0.4% | +1.9% | -2.3% | -0.8% |
| 30D | +18.6% | -8.3% | +26.9% | +20.9% |
| 3M | +14.9% | -10.7% | +25.6% | +17.3% |
| 6M | -6.3% | +1.9% | -8.1% | -7.2% |
| YTD | +15.7% | +23.5% | -7.7% | +9.5% |
| 1Y | +54.8% | +18.0% | +36.9% | +47.0% |
| 3Y | +253.4% | +236.1% | +17.3% | +155.1% |
| 5Y | +219.7% | +527.9% | -308.2% | +95.7% |
| 10Y | +300.2% | +1,252.8% | -952.6% | +82.8% |
| All | +214.2% | +3,406.2% | -3,192.0% | -25.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling