+228.4%
GDXJ vs EMR
+62.1%
+166.3%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.3% | -2.7% | -3.4% |
| 7D | -6.2% | -1.2% | -5.0% | -5.7% |
| 30D | +4.6% | -9.4% | +14.1% | +9.5% |
| 3M | +31.3% | +8.6% | +22.7% | +26.6% |
| 6M | -10.7% | +6.7% | -17.4% | -12.9% |
| YTD | +9.1% | +13.1% | -4.0% | +4.7% |
| 1Y | +44.1% | +12.7% | +31.4% | +38.1% |
| 3Y | +285.4% | +58.1% | +227.3% | +211.6% |
| 5Y | +228.4% | +63.6% | +164.7% | +141.8% |
| All | +228.4% | +62.1% | +166.3% | +141.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling