+326.3%
GDX vs EMR
+279.2%
+47.0%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.3% | -0.3% |
| 7D | -6.8% | +2.8% | -9.7% | -7.5% |
| 30D | -2.1% | +3.7% | -5.8% | -3.0% |
| 3M | -7.5% | +2.0% | -9.5% | -8.0% |
| 6M | -15.2% | +22.1% | -37.3% | -19.1% |
| YTD | -4.8% | +27.2% | -32.0% | -9.7% |
| 1Y | +6.7% | +32.0% | -25.3% | +0.5% |
| 3Y | +212.7% | +103.3% | +109.5% | +165.9% |
| 5Y | +151.7% | +88.2% | +63.4% | +115.1% |
| All | +326.3% | +279.2% | +47.0% | +233.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EMR.
Daily Out/Under-Performance
Portfolio return minus EMR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMR 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 EMR 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