+285.7%
GDXJ vs EME
+252.2%
+33.5%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +4.3% | -3.3% | 0.0% |
| 7D | -2.8% | +3.5% | -6.3% | -3.7% |
| 30D | +5.0% | -6.3% | +11.3% | +6.6% |
| 3M | +24.1% | -3.8% | +27.8% | +24.4% |
| 6M | -7.4% | +8.5% | -15.9% | -9.3% |
| YTD | +10.2% | +27.8% | -17.6% | +4.6% |
| 1Y | +42.5% | +22.2% | +20.3% | +35.0% |
| 3Y | +285.7% | +253.5% | +32.2% | +203.6% |
| All | +285.7% | +252.2% | +33.5% | +203.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EME.
Daily Out/Under-Performance
Portfolio return minus EME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EME 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 EME 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