+349.2%
GDX vs EMR
+281.0%
+68.1%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.3% | -1.2% | -1.4% |
| 7D | +0.7% | -2.0% | +2.7% | +1.2% |
| 30D | -3.8% | +2.8% | -6.6% | -4.4% |
| 3M | -5.4% | +2.0% | -7.4% | -5.9% |
| 6M | -12.7% | +20.7% | -33.4% | -16.6% |
| YTD | -0.7% | +27.3% | -28.0% | -5.8% |
| 1Y | +11.9% | +31.0% | -19.1% | +5.5% |
| 3Y | +223.9% | +103.6% | +120.3% | +175.3% |
| 5Y | +163.2% | +88.6% | +74.6% | +124.8% |
| 10Y | +349.2% | +280.6% | +68.5% | +251.3% |
| All | +349.2% | +281.0% | +68.1% | +251.3% |
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