+214.2%
GDX vs EMR
+570.2%
-356.0%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.7% | -3.9% | -2.8% |
| 7D | -0.4% | -1.5% | +1.1% | +0.2% |
| 30D | +18.6% | -5.6% | +24.2% | +21.0% |
| 3M | +14.9% | +7.9% | +6.9% | +11.8% |
| 6M | -6.3% | +6.0% | -12.3% | -8.0% |
| YTD | +15.7% | +16.4% | -0.7% | +10.1% |
| 1Y | +54.8% | +16.6% | +38.2% | +46.8% |
| 3Y | +253.4% | +62.9% | +190.6% | +189.6% |
| 5Y | +219.7% | +60.1% | +159.6% | +159.5% |
| 10Y | +300.2% | +268.7% | +31.5% | +110.1% |
| All | +214.2% | +570.2% | -356.0% | -3.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling