+315.3%
GDX vs CME
+280.6%
+34.7%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.8% | +1.9% | +1.2% |
| 7D | +1.9% | -0.6% | +2.5% | +2.0% |
| 30D | +9.9% | +4.7% | +5.2% | +9.0% |
| 3M | +28.2% | +7.8% | +20.4% | +26.2% |
| 6M | -2.9% | -11.0% | +8.1% | -1.3% |
| YTD | +16.0% | +4.0% | +12.0% | +14.4% |
| 1Y | +49.9% | +9.1% | +40.8% | +46.3% |
| 3Y | +263.6% | +52.3% | +211.3% | +232.6% |
| 5Y | +233.6% | +76.1% | +157.5% | +195.5% |
| 10Y | +315.3% | +280.6% | +34.7% | +290.3% |
| All | +315.3% | +280.6% | +34.7% | +290.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CME.
Daily Out/Under-Performance
Portfolio return minus CME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CME 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 2016-09-09 to 2026-09-09: compounded portfolio wealth divided by compounded CME 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling