+315.3%
GDX vs ICE
+215.5%
+99.8%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.8% | +1.9% | +1.3% |
| 7D | +1.9% | -0.9% | +2.7% | +2.1% |
| 30D | +9.9% | +4.0% | +6.0% | +8.7% |
| 3M | +28.2% | +11.0% | +17.2% | +24.4% |
| 6M | -2.9% | -5.0% | +2.1% | -1.9% |
| YTD | +16.0% | -2.7% | +18.7% | +15.9% |
| 1Y | +49.9% | -8.6% | +58.5% | +52.3% |
| 3Y | +263.6% | +41.4% | +222.2% | +225.8% |
| 5Y | +233.6% | +39.9% | +193.7% | +194.7% |
| 10Y | +315.3% | +214.9% | +100.4% | +270.2% |
| All | +315.3% | +215.5% | +99.8% | +270.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ICE.
Daily Out/Under-Performance
Portfolio return minus ICE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ICE 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 10y: compounded portfolio wealth divided by compounded ICE 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…
10y analysis · Full analysis span regression · 6 months rolling