+221.5%
GDXJ vs EMB
+29.8%
+191.7%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.2% | -0.4% | 0.0% |
| 7D | -8.1% | -0.9% | -7.2% | -5.8% |
| 30D | -5.5% | +0.4% | -5.8% | -5.9% |
| 3M | -14.6% | -3.1% | -11.4% | -7.1% |
| 6M | -23.2% | -2.1% | -21.1% | -17.9% |
| YTD | -13.0% | -1.1% | -11.9% | -8.1% |
| 1Y | +2.8% | -0.1% | +2.8% | +6.4% |
| 3Y | +221.5% | +29.6% | +191.9% | +96.3% |
| All | +221.5% | +29.8% | +191.7% | +96.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EMB.
Daily Out/Under-Performance
Portfolio return minus EMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMB 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 3y: compounded portfolio wealth divided by compounded EMB 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…
3y analysis · Full analysis span regression · 6 months rolling