+315.3%
GDX vs EMR
+266.1%
+49.2%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.2% | +2.3% | +1.4% |
| 7D | +1.9% | +0.9% | +1.0% | +1.6% |
| 30D | +9.9% | -5.0% | +14.9% | +11.3% |
| 3M | +28.2% | +5.9% | +22.3% | +26.4% |
| 6M | -2.9% | +7.3% | -10.2% | -4.4% |
| YTD | +16.0% | +14.6% | +1.4% | +12.9% |
| 1Y | +49.9% | +15.6% | +34.2% | +45.5% |
| 3Y | +263.6% | +60.2% | +203.4% | +225.6% |
| 5Y | +233.6% | +65.8% | +167.7% | +193.4% |
| 10Y | +315.3% | +277.4% | +37.9% | +207.1% |
| All | +315.3% | +266.1% | +49.2% | +207.1% |
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