+37.8%
GDXJ vs EMR
+526.9%
-489.1%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.6% | -0.6% |
| 7D | -8.1% | +2.8% | -10.9% | -9.1% |
| 30D | -5.5% | +3.7% | -9.1% | -6.7% |
| 3M | -14.6% | +2.0% | -16.6% | -15.1% |
| 6M | -23.2% | +22.1% | -45.3% | -28.7% |
| YTD | -13.0% | +27.2% | -40.2% | -20.0% |
| 1Y | +2.8% | +32.0% | -29.3% | -6.8% |
| 3Y | +221.5% | +103.3% | +118.2% | +140.6% |
| 5Y | +123.4% | +88.2% | +35.1% | +70.2% |
| 10Y | +238.2% | +280.4% | -42.3% | +75.7% |
| All | +37.8% | +526.9% | -489.1% | -51.8% |
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 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