+37.8%
GDXJ vs EMB
+99.5%
-61.7%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.2% | -0.4% | -0.2% |
| 7D | -8.1% | -0.9% | -7.2% | -6.5% |
| 30D | -5.5% | +0.4% | -5.8% | -5.8% |
| 3M | -14.6% | -3.1% | -11.4% | -9.2% |
| 6M | -23.2% | -2.1% | -21.1% | -19.4% |
| YTD | -13.0% | -1.1% | -11.9% | -9.5% |
| 1Y | +2.8% | -0.1% | +2.8% | +5.0% |
| 3Y | +221.5% | +29.6% | +191.9% | +115.4% |
| 5Y | +123.4% | +7.2% | +116.2% | +106.9% |
| 10Y | +238.2% | +35.5% | +202.7% | +111.3% |
| All | +37.8% | +99.5% | -61.7% | -53.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling