+214.2%
GDX vs D
+315.1%
-100.9%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-04.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.4% | -1.8% | -2.0% |
| 7D | -0.4% | +1.5% | -1.8% | -0.9% |
| 30D | +18.6% | -2.6% | +21.2% | +19.8% |
| 3M | +14.9% | 0.0% | +14.9% | +14.6% |
| 6M | -6.3% | +7.4% | -13.6% | -9.2% |
| YTD | +15.7% | +15.9% | -0.1% | +8.8% |
| 1Y | +54.8% | +18.1% | +36.7% | +44.1% |
| 3Y | +253.4% | +58.4% | +195.1% | +187.8% |
| 5Y | +219.7% | +5.2% | +214.5% | +203.2% |
| 10Y | +300.2% | +35.9% | +264.3% | +209.4% |
| All | +214.2% | +315.1% | -100.9% | -2.1% |
Cumulative growth
Daily Returns
Daily percentage return beside D.
Daily Out/Under-Performance
Portfolio return minus D return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × D 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 1990-01-01 to 2026-09-04: compounded portfolio wealth divided by compounded D 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…
1990-01-01 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling