+77.5%
GDXJ vs EMR
+471.2%
-393.7%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.7% | -1.0% |
| 7D | +4.3% | +3.1% | +1.2% | +3.1% |
| 30D | +8.4% | -3.5% | +12.0% | +9.9% |
| 3M | +25.5% | +9.8% | +15.7% | +21.1% |
| 6M | -6.3% | +10.8% | -17.1% | -9.6% |
| YTD | +12.1% | +15.9% | -3.8% | +6.7% |
| 1Y | +51.1% | +16.4% | +34.6% | +43.3% |
| 3Y | +296.1% | +62.1% | +234.0% | +222.7% |
| 5Y | +228.1% | +62.9% | +165.2% | +163.3% |
| 10Y | +211.8% | +267.8% | -56.0% | +62.6% |
| All | +77.5% | +471.2% | -393.7% | -35.7% |
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