+158.4%
GDX vs EME
+2,967.1%
-2,808.7%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.3% | -0.1% |
| 7D | -6.8% | +8.4% | -15.2% | -8.5% |
| 30D | -2.1% | -11.5% | +9.4% | +0.2% |
| 3M | -7.5% | -20.6% | +13.1% | -3.1% |
| 6M | -15.2% | -28.5% | +13.3% | -9.3% |
| YTD | -4.8% | +8.0% | -12.8% | -7.6% |
| 1Y | +6.7% | +6.8% | 0.0% | +3.9% |
| 3Y | +212.7% | +213.9% | -1.2% | +128.4% |
| 5Y | +151.7% | +414.8% | -263.2% | +60.9% |
| 10Y | +330.3% | +916.9% | -586.6% | +112.4% |
| All | +158.4% | +2,967.1% | -2,808.7% | -36.7% |
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